serp: Smooth Effects on Response Penalty for 'CLM'

A regularization method for the cumulative link models. The 'smooth-effect-on-response penalty' ('SERP') provides flexible modelling of the ordinal model by enabling the smooth transition from the general cumulative link model to a coarser form of the same model. In other words, as the tuning parameter goes from zero to infinity, the subject-specific effects associated with each variable in the model tend to a unique global effect. The parameter estimates of the general cumulative model are mostly unidentifiable or at least only identifiable within a range of the entire parameter space. Thus, by maximizing a penalized rather than the usual non-penalized log-likelihood, this and other numerical problems common with the general model are to a large extent eliminated. Fitting is via a modified Newton's method. Several standard model performance and descriptive methods are also available. For more details on the penalty implemented here, see, 'Ugba et al. (2021)' <doi:10.3390/stats4030037> and Tutz and Gertheiss (2016) <doi:10.1177/1471082X16642560>.

Getting started

Package details

AuthorEjike R. Ugba [aut, cre, cph] (<https://orcid.org/0000-0003-2572-0023>)
MaintainerEjike R. Ugba <ejike.ugba@outlook.com>
LicenseGPL-2 | file LICENSE
Version0.2.1
URL https://github.com/ejikeugba/serp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("serp")

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serp documentation built on Sept. 5, 2021, 5:35 p.m.