oglmx-package: Estimation of Ordered Generalized Linear Models Package for...
In oglmx: Estimation of Ordered Generalized Linear Models
Description
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.
Details
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Author(s)
Nathan Carroll
Maintainer: Nathan Carroll <nathan.carroll@ur.de>
oglmx documentation built on May 2, 2019, 5:14 a.m.
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Description
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.
Details
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Nathan Carroll
Maintainer: Nathan Carroll <nathan.carroll@ur.de>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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