crch (1.0-0)

0 users

Censored Regression with Conditional Heteroscedasticity.

http://cran.r-project.org/web/packages/crch

Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) 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.

Maintainer: Jakob Messner
Author(s): Jakob Messner [aut, cre], Achim Zeileis [aut]

License: GPL-2 | GPL-3

Uses: Formula, ordinal, lmtest, memisc, glmx
Reverse enhances: prediction

Released 8 months ago.


4 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of crch yet. Want to be the first? Write one now.


Related packages: BMA, CDNmoney, Ecdat, Hmisc, MNP, MSBVAR, Matrix, SparseM, VGAM, Zelig, aod, bayesm, betareg, boot, bootstrap, car, dynlm, effects, fxregime, gam(20 best matches, based on common tags.)


Search for crch on google, google scholar, r-help, r-devel.

Visit crch on R Graphical Manual.