crch (1.0-1)

0 users

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] (0000-0002-1027-3673), Achim Zeileis [aut] (0000-0003-0918-3766), Reto Stauffer [aut] (0000-0002-3798-5507)

License: GPL-2 | GPL-3

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

Released about 1 year ago.

5 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


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

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

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

Visit crch on R Graphical Manual.