oglmx: Estimation of Ordered Generalized Linear Models

Ordered models such as ordered probit and ordered logit presume that the error variance is constant across observations. In the case that this assumption does not hold estimates of marginal effects are typically biased (Weiss (1997)). This package allows for generalization of ordered probit and ordered logit models by allowing the user to specify a model for the variance. Furthermore, the package includes functions to calculate the marginal effects. Wrapper functions to estimate the standard limited dependent variable models are also included.

AuthorNathan Carroll
Date of publication2017-03-09 18:08:47
MaintainerNathan Carroll <nathan.carroll@ur.de>
LicenseGPL-2
Version2.0.0.3

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Files

oglmx
oglmx/inst
oglmx/inst/doc
oglmx/inst/doc/oglmxVignette.Rnw
oglmx/inst/doc/oglmxVignette.pdf
oglmx/inst/doc/oglmxVignette.R
oglmx/NAMESPACE
oglmx/R
oglmx/R/oglmx-functions.R oglmx/R/oglmx.margins-functions.R
oglmx/vignettes
oglmx/vignettes/oglmxVignette.Rnw
oglmx/vignettes/oglmxReferences.bib
oglmx/MD5
oglmx/build
oglmx/build/vignette.rds
oglmx/build/partial.rdb
oglmx/DESCRIPTION
oglmx/man
oglmx/man/summary.oglmx.Rd oglmx/man/ologit.reg.Rd oglmx/man/oprobit.reg.Rd oglmx/man/oglmx-package.Rd oglmx/man/logLik.oglmx.Rd oglmx/man/vcov.oglmx.Rd oglmx/man/margins.oglmx.Rd oglmx/man/oglmx.Rd oglmx/man/logit.reg.Rd oglmx/man/AIC.oglmx.Rd oglmx/man/probit.reg.Rd oglmx/man/formula.oglmx.Rd oglmx/man/McFaddensR2.oglmx.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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