gldrm: Generalized Linear Density Ratio Models
Version 1.1

Fits a generalized linear density ratio model (GLDRM). A GLDRM is a semiparametric generalized linear model. In contrast to a GLM, which assumes a particular exponential family distribution, the GLDRM uses a semiparametric likelihood to estimate the reference distribution. The reference distribution may be any discrete, continuous, or mixed exponential family distribution. The model parameters, which include both the regression coefficients and the cdf of the unspecified reference distribution, are estimated by maximizing a semiparametric likelihood. Regression coefficients are estimated with no loss of efficiency, i.e. the asymptotic variance is the same as if the true exponential family distribution were known.

Getting started

Package details

AuthorMichael Wurm [aut, cre], Paul Rathouz [aut]
Date of publication2017-06-28 06:01:07 UTC
MaintainerMichael Wurm <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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gldrm documentation built on July 4, 2017, 9:26 a.m.