binomreg: Binomial regression

In micsr: Microeconometrics with R

Binomial regression

Description

A unified interface for binomial regression models, including linear probability, probit and logit models

Usage

binomreg(
  formula,
  data,
  weights,
  subset,
  na.action,
  offset,
  contrasts = NULL,
  link = c("identity", "probit", "logit"),
  method = c("ml", "twosteps", "minchisq", "test"),
  start = NULL,
  robust = TRUE,
  opt = c("newton", "nr", "bfgs"),
  maxit = 100,
  trace = 0,
  check_gradient = FALSE,
  ...
)

## S3 method for class 'binomreg'
glance(x, ...)

## S3 method for class 'binomreg'
predict(object, ..., type = c("response", "link"), newdata = NULL)

Arguments

formula	a symbolic description of the model
data	a data frame,
subset, weights, na.action, offset, contrasts	see stats::lm,
link	one of "identity", "probit" and "logit" to fit respectively the linear probability, the probit and the logit model
method	"ml" for maximum likelihood (the only relevant method for a regression without instrumental variables), "twosteps" for two-steps estimator, "minchisq" for minimum chi-squared estimator and "test" to get the exogeneity test,
start	a vector of starting values
robust	only when method = "twosteps", should the robust covariance matrix be computed?
opt	optimization method
maxit	maximum number of iterations
trace	printing of intermediate result
check_gradient	if TRUE the numeric gradient and hessian are computed and compared to the analytical gradient and hessian
...	further arguments
object, x, type	a binomreg object and the type of residuals for the residuals method
newdata	a new data frame for the predict method

Value

an object of class c("binomreg", "micsr"), see micsr::micsr for further details

Examples

pbt <- binomreg(mode ~ cost + ivtime + ovtime, data = mode_choice, link = 'probit')
lpm <- binomreg(mode ~ cost + ivtime + ovtime, data = mode_choice, link = 'identity')
summary(pbt, vcov = "opg")

micsr documentation built on June 8, 2025, 9:31 p.m.