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] (0000-0002-1027-3673), Achim Zeileis [aut] (0000-0003-0918-3766), Reto Stauffer [aut] (0000-0002-3798-5507)|
|Date of publication||2018-01-23 12:41:55 UTC|
|Maintainer||Jakob Messner <[email protected]>|
|License||GPL-2 | GPL-3|
|Package repository||View on CRAN|
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