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>.

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Package details

AuthorEjike R. Ugba [aut, cre, cph] (<>)
MaintainerEjike R. Ugba <>
LicenseGPL-2 | file LICENSE
Package repositoryView on CRAN
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serp documentation built on Sept. 5, 2021, 5:35 p.m.