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GJRM (version 0.1-2)

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

1,399

Version

0.1-2

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

September 22nd, 2017

Functions in GJRM (0.1-2)

AT2

Average treatment effect from a two-part model
GJRM-package

Generalised Joint Regression Modelling
S.m

Internal Function
H.tri

Internal Function
SemiParBIV

Internal fitting function
AT

Average treatment effect of a binary/continuous/discrete endogenous variable
LM.bpm

Lagrange Multiplier Test (Score Test)
OR

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

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

Internal Function
bdiscrcont

Internal Function
SemiParBIV.fit

Internal Function
SemiParBIV.fit.post

Internal Function
bdiscrdiscr

Internal Function
bprobgHsContSS

Internal Function
bprobgHsDiscr1

Internal Function
bprobgHsContUniv

Internal Function
SemiParTRIV

Internal fitting function
bprobgHsDiscr1SS

Internal Function
TRIapprox

Internal Function
adjCovSD

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

Internal Function
bprobgHsCont

Internal Function
bcont

Internal Function
gamlss

Generalised Additive Models for Location, Scale and Shape
conv.check

Some convergence diagnostics
gamlssObject

Fitted gamlssObject object
copgHs

Internal Function
jc.probs

Joint or conditional probabilities from a fitted joint model
VuongClarke

Vuong and Clarke tests
llpsi

Internal Function
prev

Estimated overall prevalence from sample selection model
adjCov

Adjustment for the covariance matrix from a fitted gjrm model
print.AT

Print an AT object
bprobgHsPO

Internal Function
regH

Internal Function
resp.check

Plots for response variable
bprobgHsSS

Internal Function
summary.copulaSampleSel

copulaSampleSel summary
pen

Internal Function
summary.gamlss

gamlss summary
gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins
gt.bpm

Gradient test
hazsurv.plot

Hazard and survival plots
gjrmObject

Fitted gjrm object
meps

MEPS data
copulaSampleSel

Internal fitting function
numgh

Internal Function
distrHs

Internal Function
polys.map

Geographic map with regions defined as polygons
polys.setup

Set up geographic polygons
hiv

HIV Zambian data
print.gamlss

Print a gamlss object
imputeSS

Missing values' imputation
print.gjrm

Print a gjrm object
eta.tr

Internal Function
mb

Nonparametric (worst-case and IV) Manski's bounds
g.tri

Internal Function
print.RR

Print an RR object
print.SemiParBIV

Print a SemiParBIV object
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
plot.SemiParBIV

Plotting function
probm

Internal Function
print.AT2

Print an AT2 object
rMVN

Multivariate Normal Variates
print.OR

Print an OR object
summary.SemiParBIV

SemiParBIV summary
print.mb

Print an mb object
summary.SemiParTRIV

SemiParTRIV summary
print.prev

Print an prev object
working.comp

Internal Function
vis.SemiParBIV

Visualization function
war

Civil war data
post.check

Diagnostic plots for discrete/continuous response margin
predict.SemiParBIV

Prediction function
summary.gjrm

gjrm summary
print.SemiParTRIV

Print a SemiParTRIV object
triprobgHs

Internal Function
print.copulaSampleSel

Print a copulaSampleSel object