Package: oglmx 3.0.0.0
Nathan Carroll
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.
Authors:
oglmx_3.0.0.0.tar.gz
oglmx_3.0.0.0.tar.gz(r-4.5-noble)oglmx_3.0.0.0.tar.gz(r-4.4-noble)
oglmx_3.0.0.0.tgz(r-4.4-emscripten)oglmx_3.0.0.0.tgz(r-4.3-emscripten)
oglmx.pdf |oglmx.html✨
oglmx/json (API)
| # Install 'oglmx' in R: |
| install.packages('oglmx', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:b9ed05d31c. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-linux | NOTE | Oct 31 2024 |
Exports:AIC.oglmxcalcBHHHmatrixcalcMEstdErrorscalcstartvaluescoef.oglmxcoef.summary.oglmxcollectmaxLikOutputcontinuous.margin.meancontinuous.margin.sdD_continuous.margin.mean_alphaD_continuous.margin.mean_meanD_continuous.margin.mean_varD_continuous.margin.var_alphaD_continuous.margin.var_meanD_continuous.margin.var_varD_discrete.margin_mean.alphaD_discrete.margin_mean.varD_discrete.margin_meanonly.meanD_discrete.margin_meanvar.meanD_discrete.margin_meanvar.varD_discrete.margin_var.alphaD_discrete.margin_var.meanD_discrete.margin_varonly.vardiscrete.margin_bothdiscrete.margin_meanonlydiscrete.margin_varonlyformula.oglmxgetEtasgetEtas.ExpgetThresholdshessian_oglmxhessMean_MeanhessMean_ThreshhessMean_VarhessThresh_ThreshhessVar_ThreshhessVar_Varlogit.reglogLik.oglmxlogLik.summary.oglmxloglikelihood.oglmxmargins.oglmxMcFaddensR2.oglmxmergeformulasnobs.oglmxoglmxoglmx.fitoglmx.maxlikologit.regoprobit.regprint.margins.oglmxprint.summary.oglmxProbabilityprobit.regscore_oglmxscoreMeanscoreThreshscoreVarsummary.oglmxupdateComponentsvcov.oglmx
Dependencies:digestgenericslatticemaxLikmiscToolssandwichzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimation of Ordered Generalized Linear Models Package for estimation of ordered generalized linear models. | oglmx-package |
| Calculate Akaike Information Criterion | AIC.oglmx |
| Calculate marginal effects for continuous variables. | continuous.margin.mean continuous.margin.sd |
| Calculate derivatives of marginal effects for continuous variables. | D_continuous.margin.mean_alpha D_continuous.margin.mean_mean D_continuous.margin.mean_var D_continuous.margin.var_alpha D_continuous.margin.var_mean D_continuous.margin.var_var |
| Calculate derivatives of marginal effects for binary variables. | D_discrete.margin_mean.alpha D_discrete.margin_mean.var D_discrete.margin_meanonly.mean D_discrete.margin_meanvar.mean D_discrete.margin_meanvar.var D_discrete.margin_var.alpha D_discrete.margin_var.mean D_discrete.margin_varonly.var |
| Calculate marginal effects for binary variables. | discrete.margin_both discrete.margin_meanonly discrete.margin_varonly |
| Obtain model formula for an 'oglmx' object. | formula.oglmx |
| Construct ingredients for probability calculation. | getEtas getEtas.Exp |
| Various functions not intended for user. | calcBHHHmatrix calcMEstdErrors calcstartvalues collectmaxLikOutput getThresholds hessian_oglmx loglikelihood.oglmx mergeformulas oglmx.maxlik Probability score_oglmx updateComponents |
| Fit Logit Model. | logit.reg |
| Extract log likelihood value | logLik.oglmx logLik.summary.oglmx |
| Calculate marginal effects for 'oglmx' objects. | margins.oglmx mfx.oglmx print.margins.oglmx |
| Calculate McFadden's R-Squared. | McFaddensR2.oglmx |
| Fit Ordered Generalized Linear Model. | coef.oglmx coef.summary.oglmx nobs.oglmx oglmx oglmx.fit |
| Fit an ordered Logit model. | ologit.reg |
| Fit Ordered Probit Model. | oprobit.reg |
| Fit Probit Model. | probit.reg |
| Calculate derivatives of loglikelihood | hessMean_Mean hessMean_Thresh hessMean_Var hessThresh_Thresh hessVar_Thresh hessVar_Var scoreMean scoreThresh scoreVar |
| Summarizing Ordered Discrete Outcome Model Fits | print.summary.oglmx summary.oglmx |
| Calculate Variance-Covariance Matrix for an oglmx Object | vcov.oglmx |