Generalized Linear Models Extended

Extended techniques for generalized linear models (GLMs), especially for binary responses, including parametric links and heteroskedastic latent variables.


Changes in Version 0.1-1

o Added predict() method for "glmx" objects.

o Small improvements in NAMESPACE.

Changes in Version 0.1-0

o First CRAN release of "glmx". However, all functions are still under development and both interfaces and internals might change in future releases.

o The main functions are hetglm() for heteroskedastic GLMs (in particular heteroskedastic probit etc.), glmx() for GLMs with extra parameters (such as parametric links), and a collection of parametric links for binary regressions.

Reference manual

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0.1-1 by Achim Zeileis, 6 years ago

Browse source code at

Authors: Achim Zeileis [aut, cre] , Roger Koenker [aut] , Philipp Doebler [aut]

Documentation:   PDF Manual  

Task views: Econometrics

GPL-2 | GPL-3 license

Imports stats, MASS, Formula, lmtest, sandwich

Suggests AER, gld, numDeriv, pscl

Imported by Qtools, pstest.

Suggested by crch, ensemblepp, marginaleffects, oglmx.

Enhanced by prediction, stargazer.

See at CRAN