Estimation of Ordered Generalized Linear Models

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.


News

Reference manual

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

install.packages("oglmx")

3.0.0.0 by Nathan Carroll, a year ago


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


Authors: Nathan Carroll


Documentation:   PDF Manual  


GPL-2 license


Imports stats

Depends on maxLik

Suggests glmx, lmtest


See at CRAN