oglmx: Estimation of Ordered Generalized Linear Models
Version 2.0.0.3

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.

Browse man pages Browse package API and functions Browse package files

AuthorNathan Carroll
Date of publication2017-03-09 18:08:47
MaintainerNathan Carroll <nathan.carroll@ur.de>
LicenseGPL-2
Version2.0.0.3
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("oglmx")

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: Estimation of Ordered Generalized Linear Models Package for...
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

Functions

AIC.oglmx Man page Source code
BaseLL Source code
DDpdf.func Source code
Dpdf.func Source code
IsNARow Source code
McFaddensR2.oglmx Man page Source code
cdf.func Source code
checkbinary Source code
checkoutcomes Source code
coef.oglmx Man page Source code
coef.summary.oglmx Man page Source code
formula.oglmx Man page Source code
logLik.oglmx Man page Source code
logLik.summary.oglmx Man page Source code
logit.reg Man page Source code
margins.oglmx Man page Source code
mfx.oglmx Man page
nobs.oglmx Man page Source code
oglmx Man page Man page Source code
oglmx-package Man page
oglmx.fit Man page Source code
ologit.reg Man page Source code
oprobit.reg Man page Source code
paircombn Source code
pdf.func Source code
print.margins.oglmx Man page Source code
print.summary.oglmx Man page Source code
probit.reg Man page Source code
regtype.oglmx Source code
summary.oglmx Man page Source code
vcov.oglmx Man page Source code

Files

inst
inst/doc
inst/doc/oglmxVignette.Rnw
inst/doc/oglmxVignette.pdf
inst/doc/oglmxVignette.R
NAMESPACE
R
R/oglmx-functions.R
R/oglmx.margins-functions.R
vignettes
vignettes/oglmxVignette.Rnw
vignettes/oglmxReferences.bib
MD5
build
build/vignette.rds
build/partial.rdb
DESCRIPTION
man
man/summary.oglmx.Rd
man/ologit.reg.Rd
man/oprobit.reg.Rd
man/oglmx-package.Rd
man/logLik.oglmx.Rd
man/vcov.oglmx.Rd
man/margins.oglmx.Rd
man/oglmx.Rd
man/logit.reg.Rd
man/AIC.oglmx.Rd
man/probit.reg.Rd
man/formula.oglmx.Rd
man/McFaddensR2.oglmx.Rd
oglmx documentation built on May 19, 2017, 8:17 a.m.