Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals.
|Author||Jakob Messner [aut, cre], Achim Zeileis [aut]|
|Date of publication||2016-10-18 10:37:58|
|Maintainer||Jakob Messner <[email protected]>|
|License||GPL-2 | GPL-3|
|Package repository||View on CRAN|
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