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GJRM (version 0.1-5)

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.

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Version

Install

install.packages('GJRM')

Monthly Downloads

1,222

Version

0.1-5

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

November 14th, 2018

Functions in GJRM (0.1-5)

AT

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

Internal Function
bdiscrcont

Internal Function
bprobgHsContUniv

Internal Function
bprobgHsDiscr1

Internal Function
ggmtrust

ggmtrust for penalised network
gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins
imputeCounter

Imputation of Counterfactual
RR

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

Missing values' imputation
GJRM-package

Generalised Joint Regression Modelling
H.tri

Internal Function
polys.map

Geographic map with regions defined as polygons
polys.setup

Set up geographic polygons
SemiParBIV.fit.post

Internal Function
S.m

Internal Function
SemiParTRIV

Internal fitting function
adjCov

Adjustment for the covariance matrix from a fitted gjrm model
cv.inform

Cross validation for informative censoring univariate survival models
LM.bpm

Lagrange Multiplier Test (Score Test)
adjCovSD

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

Print a SemiParBIV object
print.SemiParTRIV

Print a SemiParTRIV object
OR

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

Internal fitting function
bdiscrdiscr

Internal Function
TRIapprox

Internal Function
distrHs

Internal Function
SemiParBIV.fit

Internal Function
VuongClarke

Vuong and Clarke tests
rMVN

Multivariate Normal Variates
bprobgHsSS

Internal Function
conv.check

Some convergence diagnostics
hazsurv.plot

Hazard and survival plots
bprobgHsDiscr1SS

Internal Function
regH

Internal Function
bprobgHsPO

Internal Function
hiv

HIV Zambian data
gjrmObject

Fitted gjrm object
meps

MEPS data
copgHs

Internal Function
gt.bpm

Gradient test
copulaSampleSel

Internal fitting function
bprobgHs

Internal Function
jc.probs

Joint or conditional probabilities from a fitted joint model
numgh

Internal Function
eta.tr

Internal Function
g.tri

Internal Function
summary.SemiParTRIV

SemiParTRIV summary
pen

Internal Function
predict.SemiParBIV

Prediction function
llpsi

Internal Function
post.check

Diagnostic plots for discrete/continuous response margin
prev

Estimated overall prevalence from sample selection model
print.OR

Print an OR object
BCDF

Internal Function
CopulaCLM

Internal fitting function
bprobgHsCont

Internal Function
summary.copulaSampleSel

copulaSampleSel summary
pred.mvt

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

Print an AT object
plot.SemiParBIV

Plotting function
print.RR

Print an RR object
war

Civil war data
print.AT2

Print an AT2 object
print.prev

Print an prev object
resp.check

Plots for response variable
bprobgHsContSS

Internal Function
print.gjrm

Print a gjrm object
working.comp

Internal Function
rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS
probm

Internal Function
print.mb

Print an mb object
gamlss

Generalised Additive Models for Location, Scale and Shape
gamlssObject

Fitted gamlssObject object
summary.gamlss

gamlss summary
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
triprobgHs

Internal Function
vis.gjrm

Visualization function
mb

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

gjrm summary
print.copulaSampleSel

Print a copulaSampleSel object
print.gamlss

Print a gamlss object
rob.int

Tool for tuning bounds of integral in robust models
summary.SemiParBIV

SemiParBIV summary
AT2

Average treatment effect from a two-part model