Estimation of Ordered Generalized Linear Models
Calculate Akaike Information Criterion
Calculate marginal effects for continuous variables.
Calculate derivatives of marginal effects for continuous variables.
Calculate derivatives of marginal effects for binary variables.
Calculate derivatives of loglikelihood
Calculate marginal effects for binary variables.
Obtain model formula for an oglmx object.
Construct ingredients for probability calculation.
Fit Logit Model.
Extract log likelihood value
Calculate marginal effects for oglmx objects.
Calculate McFadden's R-Squared.
tools:::Rd_package_title("oglmx") Package for estimation of ordered ge...
Fit Ordered Generalized Linear Model.
Fit an ordered Logit model.
Fit Ordered Probit Model.
Fit Probit Model.
Summarizing Ordered Discrete Outcome Model Fits
Various functions not intended for user.
Calculate Variance-Covariance Matrix for an oglmx Object
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.