frm_bamlss: Bamlss quasi-binomial family

In Lydia2kkx/frmselection: Model Selection Tools for Fractional Response Models

Description

This is a quasi-binomial family which is suitable for bamlss() function in bamlss package. This quasi-binomial family only contains two link functions, which are used mostly in the economics, logit and probit function.

Usage

frm_bamlss(link = "logit",...)

Arguments

link	link function, Available options: logit, probit. The default value is logit.
...	Arguments to pass to bamlss

Details

It is a family of bamlss package, can be used in the bamlss() function. The data type is the fractional data which is between 0 and 1. Especially for probit link, the response data should be strictly smaller than 1, otherwise it might be a warning that the backfitting algorithm did not converge!

Examples

set.seed(123)
library(bamlss)
d <- GAMart()
b <- bamlss(bnum ~ x1 + x2 + x3, data = d, family = frm_bamlss(link = "logit") ,sampler = FALSE, multiple = FALSE)

Lydia2kkx/frmselection documentation built on May 27, 2019, 2:05 p.m.