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GJRM (version 0.1-1)

Generalised Joint Regression Modelling

Description

Routines for fitting various joint regression models, with several types of covariate effects, in the presence of associated error equations, endogeneity, non-random sample selection or partial observability.

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Version

Install

install.packages('GJRM')

Monthly Downloads

1,618

Version

0.1-1

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

July 14th, 2017

Functions in GJRM (0.1-1)

AT

Average treatment effect of a binary/continuous/discrete endogenous variable
AT2

Average treatment effect from a two-part model
OR

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

Causal risk ratio of a binary/continuous/discrete endogenous variable
H.tri

Internal Function
LM.bpm

Lagrange Multiplier Test (Score Test)
BCDF

Internal Function
GJRM-package

Generalised Joint Regression Modelling
S.m

Internal Function
SemiParBIV

Copula Bivariate Binary Models
SemiParBIVObject

Fitted SemiParBIV object
SemiParTRIV

Semiparametric Trivariate Binary Models
bprobgHs

Internal Function
SemiParTRIVObject

Fitted SemiParTRIV object
TRIapprox

Internal Function
bprobgHsContSS

Internal Function
SemiParBIV.fit

Internal Function
SemiParBIV.fit.post

Internal Function
bdiscrcont

Internal Function
bdiscrdiscr

Internal Function
copulaReg

Copula Models with Continuous/Discrete/Survival Margins
copulaRegObject

Fitted copulaReg object
adjCovSD

Adjustment for the covariance matrix from a SemiParBIV/copulaReg/copulaSampleSel/SemiParTRIV model fitted to complex survey data.
bcont

Internal Function
bprobgHsDiscr1

Internal Function
VuongClarke

Vuong and Clarke tests
adjCov

Adjustment for the covariance matrix from a fitted SemiParBIV/copulaReg/copulaSampleSel/SemiParTRIV model
bprobgHsPO

Internal Function
bprobgHsSS

Internal Function
bprobgHsCont

Internal Function
copulaSampleSel

Copula Regression Models with Non-Random Sample Selection
copulaSampleSelObject

Fitted copulaSampleSel object
gamlssObject

Fitted gamlssObject object
bprobgHsContUniv

Internal Function
g.tri

Internal Function
gamlss

Generalised Additive Models for Location, Scale and Shape
imputeSS

Missing values' imputation
jc.probs

Joint or conditional probabilities from a fitted bivariate model
polys.setup

Set up geographic polygons
post.check

Diagnostic plots for discrete/continuous response margin
print.OR

Print an OR object
bprobgHsDiscr1SS

Internal Function
distrHs

Internal Function
eta.tr

Internal Function
llpsi

Internal Function
gt.bpm

Gradient test
plot.SemiParBIV

Plotting function
polys.map

Geographic map with regions defined as polygons
print.gamlss

Print a gamlss object
hazsurv.plot

Hazard and survival plots
hiv

HIV Zambian data
predict.SemiParBIV

Prediction function
conv.check

Some convergence diagnostics
copgHs

Internal Function
mb

Nonparametric (worst-case and IV) Manski's bounds
meps

MEPS data
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
numgh

Internal Function
pen

Internal Function
print.SemiParBIV

Print a SemiParBIV object
print.SemiParTRIV

Print a SemiParTRIV object
resp.check

Plots for response variable
summary.SemiParBIV

SemiParBIV summary
print.AT

Print an AT object
print.AT2

Print an AT2 object
print.copulaReg

Print a copulaReg object
print.copulaSampleSel

Print a copulaSampleSel object
prev

Estimated overall prevalence from sample selection model
print.prev

Print an prev object
probm

Internal Function
print.RR

Print an RR object
summary.copulaSampleSel

copulaSampleSel summary
summary.gamlss

gamlss summary
triprobgHs

Internal Function
vis.SemiParBIV

Visualization function
rMVN

Multivariate Normal Variates
print.mb

Print an mb object
summary.SemiParTRIV

SemiParTRIV summary
summary.copulaReg

copulaReg summary
war

Civil war data
working.comp

Internal Function
regH

Internal Function