gaussian.marg

0th

Percentile

Marginals in Gaussian Copula Marginal Regression Models

These functions set the marginals in Gaussian copula marginal regression models.

Keywords
regression, nonlinear
Usage
beta.marg(link = "logit")
binomial.marg(link = "logit")
Gamma.marg(link = "inverse")
gaussian.marg(link = "identity")
negbin.marg(link = "log")
poisson.marg(link = "log")
weibull.marg(link = "log")
Arguments
link

a specification for the model link function. See family for the special case of generalized linear models.

Details

Beta marginals specified by beta.marg are parametrized in terms of mean and dispersion as in betareg. See Cribari-Neto and Zeileis (2010) and Ferrari and Cribari-Neto (2004).

For binomial marginals specified by binomial.marg, the response is specified as a factor when the first level denotes failure and all others success or as a two-column matrix with the columns giving the numbers of successes and failures.

Negative binomial marginals implemented in negbin.marg are parametrized such that \(var(Y)=E(Y)+k E(Y)^2\).

For back-compatibility with previous versions of the gcmr package, short names for the marginals bn.marg, gs.marg, nb.marg, and ps.marg remain valid as an alternative to (preferred) longer versions binomial.marg, gaussian.marg, negbin.marg, and poisson.marg.

Value

An object of class marginal.gcmr representing the marginal component.

References

Cribari-Neto, F. and Zeileis, A. (2010). Beta regression in R. Journal of Statistical Software 34, 1--24. http://www.jstatsoft.org/v34/i02/.

Ferrari, S.L.P. and Cribari-Neto, F. (2004). Beta regression for modeling rates and proportions. Journal of Applied Statistics 31 (7), 799--815.

Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517--1549. http://projecteuclid.org/euclid.ejs/1346421603.

Masarotto, G. and Varin C. (2017). Gaussian Copula Regression in R. Journal of Statistical Software, 77(8), 1--26. 10.18637/jss.v077.i08.

See Also

gcmr, betareg.

Aliases
  • gaussian.marg
  • beta.marg
  • binomial.marg
  • poisson.marg
  • negbin.marg
  • Gamma.marg
  • weibull.marg
  • gs.marg
  • bn.marg
  • ps.marg
  • nb.marg
Documentation reproduced from package gcmr, version 1.0.2, License: GPL (>= 2)

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