coef.hxlr

vcov.hxlr

print.hxlr

summary.hxlr

print.summary.hxlr

logLik.hxlr

terms.hxlr

an object of class <code>"hxlr"</code>.

object, x

model for which coefficients shall be returned.

model

type of coefficients. Default are CLM type coefficients. For
 type <code>"latent"</code> coefficients are converted in coefficients for location
 and scale of the latent distribution (analog to <code>crch</code> models).

type

further arguments passed to or from other methods.

&#8230;

Methods for extracting information from fitted <code>hxlr</code> 
objects.

regression

Different approaches to censored or truncated regression with
conditional heteroscedasticity are provided. First, continuous
distributions can be used for the (right and/or left censored or truncated)
response with separate linear predictors for the mean and variance.
Second, cumulative link models for ordinal data
(obtained by interval-censoring continuous data) can be employed for
heteroscedastic extended logistic regression (HXLR). In the latter type of
models, the intercepts depend on the thresholds that define the intervals.

Jakob Messner

crch

Censored Regression with Conditional Heteroscedasticity

Achim Zeileis

Reto Stauffer

coef.hxlr function

<dl> <dt>object, x</dt>
<dd>an object of class <code>"hxlr"</code>.</dd> <dt>model</dt>
<dd>model for which coefficients shall be returned.</dd> <dt>type</dt>
<dd>type of coefficients. Default are CLM type coefficients. For
 type <code>"latent"</code> coefficients are converted in coefficients for location
 and scale of the latent distribution (analog to <code>crch</code> models).</dd> <dt>...</dt>
<dd>further arguments passed to or from other methods.</dd></dl>

Arguments

Methods for HXLR Objects — coef.hxlr

<dl>

 <dt>object, x</dt>
<dd>an object of class <code>"hxlr"</code>.</dd>

 <dt>model</dt>
<dd>model for which coefficients shall be returned.</dd>

 <dt>type</dt>
<dd>type of coefficients. Default are CLM type coefficients. For
 type <code>"latent"</code> coefficients are converted in coefficients for location
 and scale of the latent distribution (analog to <code>crch</code> models).</dd>

 <dt>...</dt>
<dd>further arguments passed to or from other methods.</dd>

</dl>

coef.hxlr: Methods for HXLR Objects

Description

Usage

Arguments

Details

See Also