crch: Censored Regression with Conditional Heteroscedasticity
Different approaches to censored or truncated regression with
conditional heteroscedasticity are provided. First, continuous
distributions can be used for the (right and/or left censored or truncated)
response with separate linear predictors for the mean and variance.
Second, cumulative link models for ordinal data
(obtained by interval-censoring continuous data) can be employed for
heteroscedastic extended logistic regression (HXLR). In the latter type of
models, the intercepts depend on the thresholds that define the intervals.
| Version: |
1.0-4 |
| Depends: |
R (≥ 2.10.0) |
| Imports: |
stats, Formula, ordinal, sandwich, scoringRules |
| Suggests: |
glmx, lmtest, memisc |
| Published: |
2019-09-03 |
| Author: |
Jakob Messner 
[aut, cre],
Achim Zeileis
[aut],
Reto Stauffer
[aut] |
| Maintainer: |
Jakob Messner <jakob.messner at posteo.net> |
| License: |
GPL-2 | GPL-3 |
| NeedsCompilation: |
yes |
| Citation: |
crch citation info |
| Materials: |
NEWS |
| In views: |
Distributions, Econometrics |
| CRAN checks: |
crch results |
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