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 (2021) <doi:10.21105/joss.03705> and Ugba et al. (2021) <doi:10.3390/stats4030037>.

install.packages("serp")

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