Generalized Linear Density Ratio Models

Fits a generalized linear density ratio model (GLDRM). A GLDRM is a semiparametric generalized linear model. In contrast to a GLM, which assumes a particular exponential family distribution, the GLDRM uses a semiparametric likelihood to estimate the reference distribution. The reference distribution may be any discrete, continuous, or mixed exponential family distribution. The model parameters, which include both the regression coefficients and the cdf of the unspecified reference distribution, are estimated by maximizing a semiparametric likelihood. Regression coefficients are estimated with no loss of efficiency, i.e. the asymptotic variance is the same as if the true exponential family distribution were known. Huang (2014) . Huang and Rathouz (2012) . Rathouz and Gao (2008) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.5 by Michael Wurm, a year ago

Browse source code at

Authors: Michael Wurm [aut, cre] , Paul Rathouz [aut]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports stats, graphics

Suggests testthat

See at CRAN