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.