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SemiParBIVProbit (version 3.8-2)

Semiparametric Copula Regression Models

Description

Routines for fitting various copula 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('SemiParBIVProbit')

Monthly Downloads

297

Version

3.8-2

License

GPL (>= 2)

Maintainer

Giampiero Marra

Last Published

June 20th, 2017

Functions in SemiParBIVProbit (3.8-2)

RR

Causal risk ratio of a binary/continuous/discrete endogenous variable
S.m

Internal Function
LM.bpm

Lagrange Multiplier Test (Score Test)
OR

Causal odds ratio of a binary/continuous/discrete endogenous variable
SemiParBIVProbit-package

Semiparametric Copula Regression Models
SemiParBIVProbit

Semiparametric Copula Bivariate Binary Models
BCDF

Internal Function
H.tri

Internal Function
AT

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

Average treatment effect from a two-part model
SemiParBIVProbitObject

Fitted SemiParBIVProbit object
SemiParTRIV

Semiparametric Trivariate Binary Models
bprobgHs

Internal Function
adjCovSD

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

Internal Function
bprobgHsPO

Internal Function
SemiParBIVProbit.fit

Internal Function
SemiParBIVProbit.fit.post

Internal Function
bprobgHsContSS

Internal Function
bprobgHsCont

Internal Function
conv.check

Some convergence diagnostics
copgHs

Internal Function
SemiParTRIVObject

Fitted SemiParTRIV object
TRIapprox

Internal Function
bdiscrcont

Internal Function
VuongClarke

Vuong and Clarke tests
adjCov

Adjustment for the covariance matrix from a fitted SemiParBIVProbit/copulaReg/copulaSampleSel/SemiParTRIV model
bprobgHsDiscr1

Internal Function
bprobgHsDiscr1SS

Internal Function
copulaSampleSel

Semiparametric Copula Bivariate Regression Models with Non-Random Sample Selection
copulaSampleSelObject

Fitted copulaSampleSel object
bprobgHsContUniv

Internal Function
copulaReg

Semiparametric Copula Bivariate Models with Continuous/Discrete Margins
copulaRegObject

Fitted copulaReg object
mb

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

Fitted gamlssObject object
gt.bpm

Gradient test
plot.SemiParBIVProbit

Plotting function
llpsi

Internal Function
logLik.SemiParBIVProbit

Extract the log likelihood for a fitted copula model
polys.setup

Set up geographic polygons
polys.map

Geographic map with regions defined as polygons
print.SemiParBIVProbit

Print a SemiParBIVProbit object
print.SemiParTRIV

Print a SemiParTRIV object
post.check

Diagnostic plots for discrete/continuous response margin
print.copulaReg

Print a copulaReg object
print.copulaSampleSel

Print a copulaSampleSel object
bdiscrdiscr

Internal Function
g.tri

Internal Function
gamlss

Generalised Additive Models for Location, Scale and Shape
hazsurv.plot

Hazard and survival plots
hiv

HIV Zambian data
predict.SemiParBIVProbit

Prediction function
bprobgHsSS

Internal Function
distrHs

Internal Function
eta.tr

Internal Function
imputeSS

Missing values' imputation
jc.probs

Joint or conditional probabilities from a fitted bivariate model
print.AT

Print an AT object
print.AT2

Print an AT2 object
print.prev

Print an prev object
probm

Internal Function
rMVN

Multivariate Normal Variates
meps

MEPS data
numgh

Internal Function
pen

Internal Function
regH

Internal Function
summary.copulaSampleSel

copulaSampleSel summary
summary.gamlss

gamlss summary
print.mb

Print an mb object
triprobgHs

Internal Function
vis.SemiParBIVProbit

Visualization function
war

Civil war data
print.gamlss

Print a gamlss object
working.comp

Internal Function
summary.SemiParTRIV

SemiParTRIV summary
summary.copulaReg

copulaReg summary
prev

Estimated overall prevalence from sample selection model
print.OR

Print an OR object
print.RR

Print an RR object
resp.check

Plots for response variable
summary.SemiParBIVProbit

SemiParBIVProbit summary