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 intervalcensoring 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.
Package details 


Author  Jakob Messner [aut, cre], Achim Zeileis [aut] 
Date of publication  20161018 10:37:58 
Maintainer  Jakob Messner <jwmm@elektro.dtu.dk> 
License  GPL2  GPL3 
Version  1.00 
Package repository  View on CRAN 
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