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. 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.

Author
Nathan Carroll
Date of publication
2016-08-24 18:38:41
Maintainer
Nathan Carroll <nathan.carroll@ur.de>
License
GPL-2
Version
2.0.0.1

View on CRAN

Man pages

AIC.oglmx
Calculate Akaike Information Criterion
formula.oglmx
Obtain model formula for an 'oglmx' object.
logit.reg
Fit Logit Model.
logLik.oglmx
Extract log likelihood value
margins.oglmx
Calculate marginal effects for 'oglmx' objects.
McFaddensR2.oglmx
Calculate McFadden's R-Squared.
oglmx
Fit Ordered Generalized Linear Model.
oglmx-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("oglmx")}...
ologit.reg
Fit an ordered Logit model.
oprobit.reg
Fit Ordered Probit Model.
probit.reg
Fit Probit Model.
summary.oglmx
Summarizing Ordered Discrete Outcome Model Fits
vcov.oglmx
Calculate Variance-Covariance Matrix for an oglmx Object

Files in this package

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