bqror: Bayesian Quantile Regression for Ordinal Models

Package provides functions for estimating Bayesian quantile regression with ordinal outcomes, computing the covariate effects, model comparison measures, and inefficiency factor. The generic ordinal model with 3 or more outcomes (labeled OR1 model) is estimated by a combination of Gibbs sampling and Metropolis-Hastings algorithm. Whereas an ordinal model with exactly 3 outcomes (labeled OR2 model) is estimated using Gibbs sampling only. For each model framework, there is a specific function for estimation. The summary output produces estimates for regression quantiles and two measures of model comparison — log of marginal likelihood and Deviance Information Criterion (DIC). The package also has specific functions for computing the covariate effects and other functions that aids either the estimation or inference in quantile ordinal models. Rahman, M. A. (2016).“Bayesian Quantile Regression for Ordinal Models.” Bayesian Analysis, II(I): 1-24 <doi: 10.1214/15-BA939>. Yu, K., and Moyeed, R. A. (2001). “Bayesian Quantile Regression.” Statistics and Probability Letters, 54(4): 437–447 <doi: 10.1016/S0167-7152(01)00124-9>. Koenker, R., and Bassett, G. (1978).“Regression Quantiles.” Econometrica, 46(1): 33-50 <doi: 10.2307/1913643>. Chib, S. (1995). “Marginal likelihood from the Gibbs output.” Journal of the American Statistical Association, 90(432):1313–1321, 1995. <doi: 10.1080/01621459.1995.10476635>. Chib, S., and Jeliazkov, I. (2001). “Marginal likelihood from the Metropolis-Hastings output.” Journal of the American Statistical Association, 96(453):270–281, 2001. <doi: 10.1198/016214501750332848>.

Getting started

Package details

AuthorMohammad Arshad Rahman Developer [aut], Prajual Maheshwari [cre]
MaintainerPrajual Maheshwari <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bqror documentation built on July 6, 2022, 5:07 p.m.