SemiParBIVProbit: Semiparametric Copula Regression Models

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.

AuthorGiampiero Marra <giampiero.marra@ucl.ac.uk> and Rosalba Radice <r.radice@bbk.ac.uk>
Date of publication2017-01-18 08:37:35
MaintainerGiampiero Marra <giampiero.marra@ucl.ac.uk>
LicenseGPL (>= 2)
Version3.8-1
http://www.ucl.ac.uk/statistics/people/giampieromarra

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

gamlss: Generalised Additive Models for Location, Scale and Shape

gamlssObject: Fitted gamlssObject object

gt.bpm: Gradient test

g.tri: Internal Function

hiv: HIV Zambian data

H.tri: Internal Function

imputeSS: Missing values' imputation

jc.probs: Joint or conditional probabilities from a fitted bivariate...

llpsi: Internal Function

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.gamlss: Print a gamlss 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.gamlss: gamlss 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/jc.probs2.r
SemiParBIVProbit/R/form.eq12.r
SemiParBIVProbit/R/triprobgHsESS.R SemiParBIVProbit/R/bcont3twoParC.R
SemiParBIVProbit/R/H.triESS.r
SemiParBIVProbit/R/OR.r
SemiParBIVProbit/R/bcont.R
SemiParBIVProbit/R/copgHs2.r
SemiParBIVProbit/R/SemiParBIVProbit.fit.post.r
SemiParBIVProbit/R/Cop1Cop2.r
SemiParBIVProbit/R/bdiscrdiscr12.R
SemiParBIVProbit/R/gamlss.fit.post.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/pp.r
SemiParBIVProbit/R/summary.SemiParBIVProbit.r
SemiParBIVProbit/R/LM.bpm.r
SemiParBIVProbit/R/distrHsAT1.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/int.postcheck.R
SemiParBIVProbit/R/distrHsDiscr.r
SemiParBIVProbit/R/bcorrec.R
SemiParBIVProbit/R/print.summary.SemiParBIVProbit.r
SemiParBIVProbit/R/bdiscrcont13.R
SemiParBIVProbit/R/copgHsAT.r
SemiParBIVProbit/R/bprobgHsDiscr2.r
SemiParBIVProbit/R/func.OPT.r
SemiParBIVProbit/R/bcont3.R
SemiParBIVProbit/R/distrHsAT.r
SemiParBIVProbit/R/summary.copulaSampleSel.r
SemiParBIVProbit/R/jc.probs3.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/form.check.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/form.gaml.r
SemiParBIVProbit/R/probm.R
SemiParBIVProbit/R/adjCovSD.r
SemiParBIVProbit/R/imputeSS.r
SemiParBIVProbit/R/print.OR.r
SemiParBIVProbit/R/bdiscrcont.R
SemiParBIVProbit/R/g.triESS.r
SemiParBIVProbit/R/mb.r
SemiParBIVProbit/R/bcontROB.R
SemiParBIVProbit/R/BiCDF.r
SemiParBIVProbit/R/bprobgHstwoParC.r
SemiParBIVProbit/R/mm.r
SemiParBIVProbit/R/triprobgHs.R
SemiParBIVProbit/R/predict.SemiParBIVProbit.r
SemiParBIVProbit/R/triprobgHsSS.r
SemiParBIVProbit/R/pream.wm.r
SemiParBIVProbit/R/teta.tr.R
SemiParBIVProbit/R/print.prev.r
SemiParBIVProbit/R/print.gamlss.r
SemiParBIVProbit/R/working.comp.r
SemiParBIVProbit/R/SemiParBIVProbit.r
SemiParBIVProbit/R/susutsn.r
SemiParBIVProbit/R/startsn.r
SemiParBIVProbit/R/Reg2Copost.r
SemiParBIVProbit/R/pred.var.r
SemiParBIVProbit/R/bdiscrcont23.R
SemiParBIVProbit/R/VuongClarke.r
SemiParBIVProbit/R/bprobgHsSS.r
SemiParBIVProbit/R/ass.ms.r
SemiParBIVProbit/R/print.summary.copulaReg.r
SemiParBIVProbit/R/dof.tr.R SemiParBIVProbit/R/esp.tr.R SemiParBIVProbit/R/gt.bpm.R
SemiParBIVProbit/R/pscr0.r
SemiParBIVProbit/R/print.AT2.r
SemiParBIVProbit/R/gamlss.r
SemiParBIVProbit/R/bdiscrdiscr11.R SemiParBIVProbit/R/bcont23twoParC.R
SemiParBIVProbit/R/regH.r
SemiParBIVProbit/R/bprobgHsDiscr2SS.r
SemiParBIVProbit/R/print.SemiParBIVProbit.r
SemiParBIVProbit/R/bcont32.R
SemiParBIVProbit/R/susu.r
SemiParBIVProbit/R/copgHs3.r
SemiParBIVProbit/R/zzz.r
SemiParBIVProbit/R/TRIapprox.r
SemiParBIVProbit/R/llpsi.r
SemiParBIVProbit/R/gamls.upsv.r
SemiParBIVProbit/R/AT.r
SemiParBIVProbit/R/bprobgHsDiscr1SS.r
SemiParBIVProbit/R/print.summary.gamlss.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/bcont32twoParC.R
SemiParBIVProbit/R/copgHs.r
SemiParBIVProbit/R/SemiParTRIV.fit.post.r
SemiParBIVProbit/R/overall.sv.r
SemiParBIVProbit/R/H.tri.R
SemiParBIVProbit/R/jc.probs1.r
SemiParBIVProbit/R/summary.copulaReg.r
SemiParBIVProbit/R/bconttwoParC.R
SemiParBIVProbit/R/print.copulaSampleSel.r
SemiParBIVProbit/R/pscr.r
SemiParBIVProbit/R/resp.check.R
SemiParBIVProbit/R/summary.gamlss.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/overall.svG.R
SemiParBIVProbit/R/print.AT.r
SemiParBIVProbit/R/ass.dp.r
SemiParBIVProbit/R/enu.tr.R
SemiParBIVProbit/R/aCov.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/edf.loop.r
SemiParBIVProbit/R/postVb.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/gamlss.Rd SemiParBIVProbit/man/summary.gamlss.Rd SemiParBIVProbit/man/post.check.Rd SemiParBIVProbit/man/summary.copulaReg.Rd SemiParBIVProbit/man/OR.Rd SemiParBIVProbit/man/gamlssObject.Rd SemiParBIVProbit/man/imputeSS.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/print.gamlss.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/llpsi.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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.