crch: Censored Regression with Conditional Heteroscedasticity

Different approaches to censored regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals.

Version: 0.1-0
Depends: R (≥ 2.10.0)
Imports: stats, Formula, ordinal
Suggests: lmtest
Published: 2013-10-22
Author: Jakob Messner [aut, cre], Achim Zeileis [aut]
Maintainer: Jakob Messner <Jakob.Messner at>
License: GPL-2 | GPL-3
NeedsCompilation: no
Citation: crch citation info
Materials: NEWS
In views: Econometrics
CRAN checks: crch results


Reference manual: crch.pdf
Package source: crch_0.1-0.tar.gz
MacOS X binary: crch_0.1-0.tgz
Windows binary: