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.


Reference manual

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install.packages("oglmx") by Nathan Carroll, 3 years ago

Browse source code at

Authors: Nathan Carroll

Documentation:   PDF Manual  

GPL-2 license

Imports stats

Depends on maxLik

Suggests glmx, lmtest

See at CRAN