Generalized Linear Models Extended

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


News

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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install.packages("glmx")

0.1-1 by Achim Zeileis, 4 years ago


Browse source code at https://github.com/cran/glmx


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


Suggested by crch, ensemblepp, oglmx.

Enhanced by prediction, stargazer.


See at CRAN