Learn R Programming

GJRM (version 0.2-6.5)

Generalised Joint Regression Modelling

Description

Routines for fitting various joint (and univariate) regression models, with several types of covariate effects, in the presence of equations' errors association, endogeneity, non-random sample selection or partial observability.

Copy Link

Version

Install

install.packages('GJRM')

Monthly Downloads

1,618

Version

0.2-6.5

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

January 25th, 2024

Functions in GJRM (0.2-6.5)

H.tri

Internal Function
AT

Average treatment effect of a binary/continuous/discrete endogenous variable
BCDF

Internal Function
bprobgHs

Internal Function
bprobgHsCont

Internal Function
S.m

Internal Function
OR

Causal odds ratio of a binary/continuous/discrete endogenous variable
SemiParBIV

Internal fitting function
areds

AREDS
PE

Partial effect from a binary bivariate model
RR

Causal risk ratio of a binary/continuous/discrete endogenous variable
SemiParROY

Internal fitting function
SemiParBIV.fit

Internal Function
conv.check

Some convergence diagnostics
bcont

Internal Function
TRIapprox

Internal Function
VuongClarke

Vuong and Clarke tests
copgHs

Internal Function
cv.inform

Cross validation for informative censoring univariate survival models
bprobgHsDiscr1

Internal Function
SemiParBIV.fit.post

Internal Function
distrHs

Internal Function
gjrmObject

Fitted gjrm object
SemiParTRIV

Internal fitting function
eta.tr

Internal Function
g.tri

Internal Function
bprobgHsContSS

Internal Function
gt.bpm

Gradient test
pen

Internal Function
post.check

Diagnostic plots for discrete/continuous response margin
pred.gp

Function to predict quantiles from GP and DGP distributions
print.gamlss

Print a gamlss object
gamlssObject

Fitted gamlssObject object
gamlss

Generalised Additive Models for Location, Scale and Shape
bprobgHsDiscr1SS

Internal Function
hazsurv

Post-estimation calculation of hazard, cumulative hazard and survival functions
bprobgHsContUniv

Internal Function
llpsi

Internal Function
lmc

Linear Model Fitting with Constraints
hiv

HIV Zambian data
print.gjrm

Print a gjrm object
Dpens

Differentiable penalties
adjCov

Adjustment for the covariance matrix from a fitted gjrm model
plot.SemiParBIV

Plotting function
print.PE

Print an PE object
polys.map

Geographic map with regions defined as polygons
copula.prob

Copula probabilities (joint and conditional) from a fitted simultaneous model
copulaSampleSel

Internal fitting function
summary.gamlss

gamlss summary
polys.setup

Set up geographic polygons
print.RR

Print an RR object
adjCovSD

Adjustment for the covariance matrix from a gjrm model fitted to complex survey data.
bdiscrcont

Internal Function
summary.gjrm

gjrm summary
war

Civil war data
working.comp

Internal Function
print.SemiParTRIV

Print a SemiParTRIV object
bdiscrdiscr

Internal Function
ggmtrust

ggmtrust for penalised network
print.SemiParBIV

Print a SemiParBIV object
print.AT

Print an AT object
print.OR

Print an OR object
rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS
print.copulaSampleSel

Print a copulaSampleSel object
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins
print.SemiParROY

Print a SemiParROY object
rob.int

Tool for tuning bounds of integral in robust models
bprobgHsPO

Internal Function
regH

Internal Function
resp.check

Plots for response variable
summary.SemiParTRIV

SemiParTRIV summary
triprobgHs

Internal Function
vis.gjrm

Visualization function
bprobgHsSS

Internal Function
imputeCounter

Imputation of Counterfactual
imputeSS

Missing values' imputation
meps

MEPS data
numgh

Internal Function
mb

Nonparametric (worst-case and IV) Manski's bounds
summary.copulaSampleSel

copulaSampleSel summary
predict.CopulaCLM

Prediction function
pred.mvt

Function to predict mean and variance of marginal distributions, as well as Kendall's tau
predict.SemiParBIV

Prediction function
prev

Estimated overall prevalence from sample selection model
print.mb

Print an mb object
probm

Internal Function
print.prev

Print an prev object
summary.SemiParBIV

SemiParBIV summary
summary.SemiParROY

SemiParROY summary
rMVN

Multivariate Normal Variates
GJRM-package

Generalised Joint Regression Modelling
CopulaCLM

Internal fitting function
LM.bpm

Lagrange Multiplier Test (Score Test)