oglmx: Estimation of Ordered Generalized Linear Models

Ordered models such as ordered probit and ordered logit presume that the error variance is constant across observations. In the case that this assumption does not hold estimates of marginal effects are typically biased (Weiss (1997)). This package allows for generalization of ordered probit and ordered logit models by allowing the user to specify a model for the variance. Furthermore, the package includes functions to calculate the marginal effects. Wrapper functions to estimate the standard limited dependent variable models are also included.

Version: 2.0.0.3
Depends: maxLik
Imports: stats
Suggests: glmx, lmtest
Published: 2017-03-09
Author: Nathan Carroll
Maintainer: Nathan Carroll <nathan.carroll at ur.de>
License: GPL-2
NeedsCompilation: no
CRAN checks: oglmx results

Downloads:

Reference manual: oglmx.pdf
Vignettes: oglmx: A Package for Estimation of Ordered Generalized Linear Models.
Package source: oglmx_2.0.0.3.tar.gz
Windows binaries: r-devel: oglmx_2.0.0.3.zip, r-release: oglmx_2.0.0.3.zip, r-oldrel: oglmx_2.0.0.3.zip
OS X El Capitan binaries: r-release: oglmx_2.0.0.3.tgz
OS X Mavericks binaries: r-oldrel: oglmx_2.0.0.3.tgz
Old sources: oglmx archive

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