oglmx-package {oglmx}

Estimation of Ordered Generalized Linear Models Package for estimation of ordered generalized linear models.

Description

Ordered models such as ordered probit and ordered logit presume that the error variance is constant across observations. In the case that this assumption does not hold estimates of marginal effects are typically biased (Weiss (1997)). This package allows for generalization of ordered probit and ordered logit models by allowing the user to specify a model for the variance. Furthermore, the package includes functions to calculate the marginal effects. Wrapper functions to estimate the standard limited dependent variable models are also included.

Details

Package:	oglmx
Type:	Package
Title:	Estimation of Ordered Generalized Linear Models
Version:	3.0.0.0
Date:	2018-05-05
Author:	Nathan Carroll
Maintainer:	Nathan Carroll <[e-mail]>
Description:	Ordered models such as ordered probit and ordered logit presume that the error variance is constant across observations. In the case that this assumption does not hold estimates of marginal effects are typically biased (Weiss (1997)). This package allows for generalization of ordered probit and ordered logit models by allowing the user to specify a model for the variance. Furthermore, the package includes functions to calculate the marginal effects. Wrapper functions to estimate the standard limited dependent variable models are also included.
License:	GPL-2
Depends:	maxLik
Imports:	stats
Suggests:	glmx, lmtest

Index of help topics:

AIC.oglmx               Calculate Akaike Information Criterion
D_continuous.margin.mean_mean
                        Calculate derivatives of marginal effects for
                        continuous variables.
D_discrete.margin_meanonly.mean
                        Calculate derivatives of marginal effects for
                        binary variables.
McFaddensR2.oglmx       Calculate McFadden's R-Squared.
Probability             Various functions not intended for user.
continuous.margin.mean
                        Calculate marginal effects for continuous
                        variables.
discrete.margin_meanonly
                        Calculate marginal effects for binary
                        variables.
formula.oglmx           Obtain model formula for an 'oglmx' object.
getEtas                 Construct ingredients for probability
                        calculation.
logLik.oglmx            Extract log likelihood value
logit.reg               Fit Logit Model.
margins.oglmx           Calculate marginal effects for 'oglmx' objects.
oglmx                   Fit Ordered Generalized Linear Model.
oglmx-package           Estimation of Ordered Generalized Linear Models
                        Package for estimation of ordered generalized
                        linear models.
ologit.reg              Fit an ordered Logit model.
oprobit.reg             Fit Ordered Probit Model.
probit.reg              Fit Probit Model.
scoreMean               Calculate derivatives of loglikelihood
summary.oglmx           Summarizing Ordered Discrete Outcome Model Fits
vcov.oglmx              Calculate Variance-Covariance Matrix for an
                        oglmx Object

Author(s)

Nathan Carroll

Maintainer: Nathan Carroll <[e-mail]>