Learn R Programming

clpm (version 1.0)

Constrained Estimation of Linear Probability Model

Description

Estimation of linear model with predictions inside the (0,1) interval. Standard least squares criterion is minimized subjected to a penalty term that enforces the constraints. The estimator is suitable for binary responses, or any response between 0 and 1.

Copy Link

Version

Install

install.packages('clpm')

Monthly Downloads

45

Version

1.0

License

GPL-2

Maintainer

Andrea Beci

Last Published

May 5th, 2023

Functions in clpm (1.0)

internals

Internal Functions
vcov.clpm

Calculate Variance-Covariance Matrix for a Fitted Constrained Linear Probablity Model Object
predict.clpm

Predict method for Constrained Linear Probability Model
summary.clpm

Summary After Constrained Estimation of Linear Probability Model
clpm

Constrained Estimation of the Linear Probability Model
clpm.control

Control Parameters for Constrained Estimation of Linear Probability Model
clpm-package

Constrained Estimation of the Linear Probability Model