crch (1.0-4)

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Censored Regression with Conditional Heteroscedasticity.

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] (<>), Reto Stauffer [aut] (<>)

License: GPL-2 | GPL-3

Uses: Formula, ordinal, sandwich, scoringRules, lmtest, memisc, glmx
Reverse suggests: ensemblepp, insight, NetSimR, scoringRules
Reverse enhances: prediction

Released 6 months ago.

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