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GJRM (version 0.2-6.7)

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

1,399

Version

0.2-6.7

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

October 25th, 2024

Functions in GJRM (0.2-6.7)

TRIapprox

Internal Function
SemiParTRIV

Internal fitting function
bprobgHs

Internal Function
VuongClarke

Vuong and Clarke tests
SemiParBIV

Internal fitting function
copgHs

Internal Function
SemiParBIV.fit

Internal Function
bdiscrdiscr

Internal Function
S.m

Internal Function
bprobgHsDiscr1SS

Internal Function
bdiscrcont

Internal Function
bprobgHsCont

Internal Function
copula.prob

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

Internal fitting function
bprobgHsDiscr1

Internal Function
llpsi

Internal Function
cv.inform

Cross validation for informative censoring univariate survival models
k.tau

Kendall's tau a fitted joint model
SATE

Survival Average Treatment Effects of a binary treatment variable
bprobgHsPO

Internal Function
bprobgHsContSS

Internal Function
haz.surv

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

Internal Function
numgh

Internal Function
gt.bpm

Gradient test
marg.mv

Marginal Mean/Variance
mb

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

Internal Function
gamlss

Generalised Additive Models for Location, Scale and Shape and Beyond
bprobgHsContUniv

Internal Function
eta.tr

Internal Function
polys.map

Geographic map with regions defined as polygons
bcont

Internal Function
adjCov

Adjustment for the covariance matrix from a fitted gjrm model
rMVN

Multivariate Normal Variates
probm

Internal Function
cond.mv

Conditional Mean/Variance from a Copula Model
gjrm

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

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

Some convergence diagnostics
gjrmObject

Fitted gjrm object
pen

Internal Function
polys.setup

Set up geographic polygons
print.PE

Print an PE object
print.OR

Print an OR object
summary.copulaSampleSel

copulaSampleSel summary
ggmtrust

ggmtrust for penalised network
gamlssObject

Fitted gamlssObject object
print.ATE

Print an ATE object
print.mb

Print an mb object
print.SemiParROY

Print a SemiParROY object
plot.SemiParBIV

Plotting function
resp.check

Diagnostic plot for a variable
rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS
summary.gamlss

gamlss summary
working.comp

Internal Function
distrHs

Internal Function
print.SemiParBIV

Print a SemiParBIV object
print.gjrm

Print a gjrm object
print.prev

Print an prev object
regH

Internal Function
lmc

Linear Model Fitting with Constraints
prev

Estimated overall prevalence from a sample selection model
triprobgHs

Internal Function
print.SemiParTRIV

Print a SemiParTRIV object
print.cond.mv

Print a cond.mv object
print.marg.mv

Print a marg.mv object
pred.gp

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

Print an SATE object
logLik.SemiParBIV

Extract the log likelihood for a fitted copula model
summary.SemiParROY

SemiParROY summary
summary.gjrm

gjrm summary
print.gamlss

Print a gamlss object
predict.SemiParBIV

Prediction function
print.RR

Print an RR object
predict.CopulaCLM

Prediction function
print.copulaSampleSel

Print a copulaSampleSel object
res.check

Diagnostic plots for discrete/continuous response margins
summary.SemiParTRIV

SemiParTRIV summary
rob.int

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

SemiParBIV summary
H.tri

Internal Function
ATE

Average Treatment Effect of a binary or continuous treatment variable
Dpens

Differentiable penalties
CopulaCLM

Internal fitting function
BCDF

Internal Function
SemiParBIV.fit.post

Internal Function
RR

Causal risk ratio of a binary/continuous treatment variable
SemiParROY

Internal fitting function
LM.bpm

Lagrange Multiplier Test (Score Test)
OR

Causal odds ratio of a binary/continuous treatment variable
PE

Partial effect from a binary bivariate model
GJRM-package

Generalised Joint Regression Modelling