SemiParBIVProbit: Semiparametric Copula Regression Models

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Routines for fitting several classes of copula regression models, with several types of covariate effects, in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.

Author
Giampiero Marra <giampiero.marra@ucl.ac.uk> and Rosalba Radice <r.radice@bbk.ac.uk>
Date of publication
2016-08-19 00:52:59
Maintainer
Giampiero Marra <giampiero.marra@ucl.ac.uk>
License
GPL (>= 2)
Version
3.8
URLs

View on CRAN

Man pages

adjCov
Adjustment for the covariance matrix from a fitted...
adjCovSD
Adjustment for the covariance matrix from a...
AT
Average treatment effect of a binary/continuous/discrete...
AT2
Average treatment effect from a two-part model
BCDF
Internal Function
bcont
Internal Function
bdiscrcont
Internal Function
bdiscrdiscr
Internal Function
bprobgHs
Internal Function
bprobgHsCont
Internal Function
bprobgHsContSS
Internal Function
bprobgHsContUniv
Internal Function
bprobgHsDiscr1
Internal Function
bprobgHsDiscr1SS
Internal Function
bprobgHsPO
Internal Function
bprobgHsSS
Internal Function
conv.check
Some convergence diagnostics
copgHs
Internal Function
copulaReg
Semiparametric Copula Bivariate Models with...
copulaRegObject
Fitted copulaReg object
copulaSampleSel
Semiparametric Copula Bivariate Regression Models with...
copulaSampleSelObject
Fitted copulaSampleSel object
distrHs
Internal Function
eta.tr
Internal Function
gt.bpm
Gradient test
g.tri
Internal Function
hiv
HIV Zambian data
H.tri
Internal Function
jc.probs
Joint or conditional probabilities from a fitted bivariate...
LM.bpm
Lagrange Multiplier Test (Score Test)
logLik.SemiParBIVProbit
Extract the log likelihood for a fitted copula model
mb
Nonparametric (worst-case and IV) Manski's bounds
meps
MEPS data
numgh
Internal Function
OR
Causal odds ratio of a binary/continuous/discrete endogenous...
pen
Internal Function
plot.SemiParBIVProbit
Plotting function
polys.map
Geographic map with regions defined as polygons
polys.setup
Set up geographic polygons
post.check
Diagnostic plots for discrete/continuous response margin
predict.SemiParBIVProbit
Prediction function
prev
Estimated overall prevalence from sample selection model
print.AT
Print an AT object
print.AT2
Print an AT2 object
print.copulaReg
Print a copulaReg object
print.copulaSampleSel
Print a copulaSampleSel object
print.mb
Print an mb object
print.OR
Print an OR object
print.prev
Print an prev object
print.RR
Print an RR object
print.SemiParBIVProbit
Print a SemiParBIVProbit object
print.SemiParTRIV
Print a SemiParTRIV object
probm
Internal Function
regH
Internal Function
resp.check
Plots for response variable
rMVN
Multivariate Normal Variates
RR
Causal risk ratio of a binary/continuous/discrete endogenous...
SemiParBIVProbit
Semiparametric Copula Bivariate Binary Models
SemiParBIVProbit.fit
Internal Function
SemiParBIVProbit.fit.post
Internal Function
SemiParBIVProbitObject
Fitted SemiParBIVProbit object
SemiParBIVProbit-package
Semiparametric Copula Regression Models
SemiParTRIV
Semiparametric Trivariate Binary Models
SemiParTRIVObject
Fitted SemiParTRIV object
S.m
Internal Function
summary.copulaReg
copulaReg summary
summary.copulaSampleSel
copulaSampleSel summary
summary.SemiParBIVProbit
SemiParBIVProbit summary
summary.SemiParTRIV
SemiParTRIV summary
TRIapprox
Internal Function
triprobgHs
Internal Function
VuongClarke
Vuong and Clarke tests
war
Civil war data
working.comp
Internal Function

Files in this package

SemiParBIVProbit
SemiParBIVProbit/inst
SemiParBIVProbit/inst/CITATION
SemiParBIVProbit/NAMESPACE
SemiParBIVProbit/data
SemiParBIVProbit/data/meps.RData
SemiParBIVProbit/data/war.RData
SemiParBIVProbit/data/hiv.RData
SemiParBIVProbit/data/hiv.polys.RData
SemiParBIVProbit/R
SemiParBIVProbit/R/copulaReg.r
SemiParBIVProbit/R/logLik.SemiParBIVProbit.r
SemiParBIVProbit/R/OR.r
SemiParBIVProbit/R/bcont.R
SemiParBIVProbit/R/copgHs2.r
SemiParBIVProbit/R/SemiParBIVProbit.fit.post.r
SemiParBIVProbit/R/bdiscrdiscr12.R
SemiParBIVProbit/R/SemiParBIVProbit.fit.R
SemiParBIVProbit/R/print.summary.copulaSampleSel.r
SemiParBIVProbit/R/numch.r
SemiParBIVProbit/R/summary.SemiParTRIV.r
SemiParBIVProbit/R/bprobgHsPO0.r
SemiParBIVProbit/R/numgh.r
SemiParBIVProbit/R/g.triSS.r
SemiParBIVProbit/R/H.triSS.r
SemiParBIVProbit/R/summary.SemiParBIVProbit.r
SemiParBIVProbit/R/LM.bpm.r
SemiParBIVProbit/R/bprobgHsPO.r
SemiParBIVProbit/R/bprobgHsDiscr1.r
SemiParBIVProbit/R/jc.probs.r
SemiParBIVProbit/R/bprobgHsCont3.r
SemiParBIVProbit/R/plot.SemiParBIVProbit.r
SemiParBIVProbit/R/distrHsDiscr.r
SemiParBIVProbit/R/print.summary.SemiParBIVProbit.r
SemiParBIVProbit/R/bdiscrcont13.R
SemiParBIVProbit/R/copgHsAT.r
SemiParBIVProbit/R/bprobgHsDiscr2.r
SemiParBIVProbit/R/bcont3.R
SemiParBIVProbit/R/distrHsAT.r
SemiParBIVProbit/R/summary.copulaSampleSel.r
SemiParBIVProbit/R/print.summary.SemiParTRIV.r
SemiParBIVProbit/R/AT2.r
SemiParBIVProbit/R/distrHsATDiscr.r
SemiParBIVProbit/R/S.m.r
SemiParBIVProbit/R/pen.r
SemiParBIVProbit/R/bprobgHsCont.r
SemiParBIVProbit/R/bprobgHsFixTheta.r
SemiParBIVProbit/R/eta.tr.R
SemiParBIVProbit/R/polys.setup.r
SemiParBIVProbit/R/bcont23.R
SemiParBIVProbit/R/conv.check.r
SemiParBIVProbit/R/RR.r
SemiParBIVProbit/R/bprobgHsContSS.r
SemiParBIVProbit/R/print.RR.r
SemiParBIVProbit/R/probm.R
SemiParBIVProbit/R/adjCovSD.r
SemiParBIVProbit/R/print.OR.r
SemiParBIVProbit/R/bdiscrcont.R
SemiParBIVProbit/R/mb.r
SemiParBIVProbit/R/BiCDF.r
SemiParBIVProbit/R/mm.r
SemiParBIVProbit/R/triprobgHs.R
SemiParBIVProbit/R/predict.SemiParBIVProbit.r
SemiParBIVProbit/R/triprobgHsSS.r
SemiParBIVProbit/R/teta.tr.R
SemiParBIVProbit/R/print.prev.r
SemiParBIVProbit/R/working.comp.r
SemiParBIVProbit/R/SemiParBIVProbit.r
SemiParBIVProbit/R/bdiscrcont23.R
SemiParBIVProbit/R/VuongClarke.r
SemiParBIVProbit/R/bprobgHsSS.r
SemiParBIVProbit/R/print.summary.copulaReg.r
SemiParBIVProbit/R/esp.tr.R
SemiParBIVProbit/R/gt.bpm.R
SemiParBIVProbit/R/print.AT2.r
SemiParBIVProbit/R/bdiscrdiscr11.R
SemiParBIVProbit/R/regH.r
SemiParBIVProbit/R/bprobgHsDiscr2SS.r
SemiParBIVProbit/R/print.SemiParBIVProbit.r
SemiParBIVProbit/R/bcont32.R
SemiParBIVProbit/R/zzz.r
SemiParBIVProbit/R/TRIapprox.r
SemiParBIVProbit/R/AT.r
SemiParBIVProbit/R/bprobgHsDiscr1SS.r
SemiParBIVProbit/R/bdiscrdiscr.R
SemiParBIVProbit/R/copgHsCont.r
SemiParBIVProbit/R/print.mb.r
SemiParBIVProbit/R/copulaSampleSel.fit.post.r
SemiParBIVProbit/R/bprobgHsContUniv.r
SemiParBIVProbit/R/copgHs.r
SemiParBIVProbit/R/SemiParTRIV.fit.post.r
SemiParBIVProbit/R/H.tri.R
SemiParBIVProbit/R/summary.copulaReg.r
SemiParBIVProbit/R/print.copulaSampleSel.r
SemiParBIVProbit/R/resp.check.R
SemiParBIVProbit/R/bprobgHsCont3SS.r
SemiParBIVProbit/R/rMVN.r
SemiParBIVProbit/R/copulaSampleSel.r
SemiParBIVProbit/R/BCDF.r
SemiParBIVProbit/R/copulaReg.fit.post.r
SemiParBIVProbit/R/print.AT.r
SemiParBIVProbit/R/enu.tr.R
SemiParBIVProbit/R/post.check.R
SemiParBIVProbit/R/bprobgHs.r
SemiParBIVProbit/R/SemiParTRIV.r
SemiParBIVProbit/R/g.tri.R
SemiParBIVProbit/R/bdiscrcont12.R
SemiParBIVProbit/R/print.copulaReg.r
SemiParBIVProbit/R/print.SemiParTRIV.r
SemiParBIVProbit/R/distrHs.r
SemiParBIVProbit/R/polys.map.r
SemiParBIVProbit/R/bprobgHsContUniv3.r
SemiParBIVProbit/R/adjCov.r
SemiParBIVProbit/R/prev.r
SemiParBIVProbit/MD5
SemiParBIVProbit/DESCRIPTION
SemiParBIVProbit/ChangeLog
SemiParBIVProbit/man
SemiParBIVProbit/man/distrHs.Rd
SemiParBIVProbit/man/bdiscrdiscr.Rd
SemiParBIVProbit/man/bprobgHsContUniv.Rd
SemiParBIVProbit/man/meps.Rd
SemiParBIVProbit/man/RR.Rd
SemiParBIVProbit/man/bcont.Rd
SemiParBIVProbit/man/pen.Rd
SemiParBIVProbit/man/polys.map.Rd
SemiParBIVProbit/man/bprobgHsCont.Rd
SemiParBIVProbit/man/print.OR.Rd
SemiParBIVProbit/man/jc.probs.Rd
SemiParBIVProbit/man/AT2.Rd
SemiParBIVProbit/man/SemiParBIVProbit.fit.Rd
SemiParBIVProbit/man/g.tri.Rd
SemiParBIVProbit/man/SemiParBIVProbitObject.Rd
SemiParBIVProbit/man/bdiscrcont.Rd
SemiParBIVProbit/man/print.AT2.Rd
SemiParBIVProbit/man/SemiParTRIV.Rd
SemiParBIVProbit/man/print.prev.Rd
SemiParBIVProbit/man/print.copulaReg.Rd
SemiParBIVProbit/man/regH.Rd
SemiParBIVProbit/man/post.check.Rd
SemiParBIVProbit/man/summary.copulaReg.Rd
SemiParBIVProbit/man/OR.Rd
SemiParBIVProbit/man/copgHs.Rd
SemiParBIVProbit/man/plot.SemiParBIVProbit.Rd
SemiParBIVProbit/man/triprobgHs.Rd
SemiParBIVProbit/man/bprobgHsPO.Rd
SemiParBIVProbit/man/bprobgHsDiscr1.Rd
SemiParBIVProbit/man/rMVN.Rd
SemiParBIVProbit/man/H.tri.Rd
SemiParBIVProbit/man/print.mb.Rd
SemiParBIVProbit/man/eta.tr.Rd
SemiParBIVProbit/man/summary.SemiParTRIV.Rd
SemiParBIVProbit/man/copulaSampleSelObject.Rd
SemiParBIVProbit/man/print.copulaSampleSel.Rd
SemiParBIVProbit/man/print.SemiParBIVProbit.Rd
SemiParBIVProbit/man/print.RR.Rd
SemiParBIVProbit/man/print.SemiParTRIV.Rd
SemiParBIVProbit/man/bprobgHs.Rd
SemiParBIVProbit/man/copulaReg.Rd
SemiParBIVProbit/man/BCDF.Rd
SemiParBIVProbit/man/numgh.Rd
SemiParBIVProbit/man/adjCovSD.Rd
SemiParBIVProbit/man/bprobgHsDiscr1SS.Rd
SemiParBIVProbit/man/war.Rd
SemiParBIVProbit/man/print.AT.Rd
SemiParBIVProbit/man/TRIapprox.Rd
SemiParBIVProbit/man/adjCov.Rd
SemiParBIVProbit/man/polys.setup.Rd
SemiParBIVProbit/man/AT.Rd
SemiParBIVProbit/man/copulaSampleSel.Rd
SemiParBIVProbit/man/SemiParTRIVObject.Rd
SemiParBIVProbit/man/bprobgHsContSS.Rd
SemiParBIVProbit/man/bprobgHsSS.Rd
SemiParBIVProbit/man/SemiParBIVProbit-package.Rd
SemiParBIVProbit/man/prev.Rd
SemiParBIVProbit/man/S.m.Rd
SemiParBIVProbit/man/LM.bpm.Rd
SemiParBIVProbit/man/SemiParBIVProbit.fit.post.Rd
SemiParBIVProbit/man/hiv.Rd
SemiParBIVProbit/man/working.comp.Rd
SemiParBIVProbit/man/SemiParBIVProbit.Rd
SemiParBIVProbit/man/probm.Rd
SemiParBIVProbit/man/copulaRegObject.Rd
SemiParBIVProbit/man/gt.bpm.Rd
SemiParBIVProbit/man/summary.SemiParBIVProbit.Rd
SemiParBIVProbit/man/predict.SemiParBIVProbit.Rd
SemiParBIVProbit/man/logLik.SemiParBIVProbit.Rd
SemiParBIVProbit/man/mb.Rd
SemiParBIVProbit/man/conv.check.Rd
SemiParBIVProbit/man/resp.check.Rd
SemiParBIVProbit/man/VuongClarke.Rd
SemiParBIVProbit/man/summary.copulaSampleSel.Rd