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GJRM

Generalised Joint Regression Modelling

Routines for fitting various joint (and univariate) regression models, with several types of covariate effects, in the presence of equations' errors association, endogeneity, non-random sample selection or partial observability.

Functions (90)

Average treatment effect of a binary/continuous/discrete endogenous variable

BCDF

Internal Function

CopulaCLM

Internal fitting function

Dpens

Differentiable penalties

GJRM-package

Generalised Joint Regression Modelling

H.tri

Internal Function

LM.bpm

Lagrange Multiplier Test (Score Test)

Causal odds ratio of a binary/continuous/discrete endogenous variable

Partial effect from a binary bivariate model

Causal risk ratio of a binary/continuous/discrete endogenous variable

S.m

Internal Function

SemiParBIV

Internal fitting function

SemiParBIV.fit

Internal Function

SemiParBIV.fit.post

Internal Function

SemiParTRIV

Internal fitting function

TRIapprox

Internal Function

VuongClarke

Vuong and Clarke tests

adjCov

Adjustment for the covariance matrix from a fitted gjrm model

adjCovSD

Adjustment for the covariance matrix from a gjrm model fitted to complex survey data.

bcont

Internal Function

bdiscrcont

Internal Function

bdiscrdiscr

Internal Function

bprobgHs

Internal Function

bprobgHsCont

Internal Function

bprobgHsContSS

Internal Function

bprobgHsContUniv

Internal Function

bprobgHsDiscr1

Internal Function

bprobgHsDiscr1SS

Internal Function

bprobgHsPO

Internal Function

bprobgHsSS

Internal Function

conv.check

Some convergence diagnostics

copgHs

Internal Function

copulaSampleSel

Internal fitting function

cv.inform

Cross validation for informative censoring univariate survival models

distrHs

Internal Function

eta.tr

Internal Function

g.tri

Internal Function

gamlss

Generalised Additive Models for Location, Scale and Shape

gamlssObject

Fitted gamlssObject object

ggmtrust

ggmtrust for penalised network

gjrm

Generalised Joint Regression Models with Binary/Continuous/Discrete/Survival Margins

gjrmObject

Fitted gjrm object

gt.bpm

Gradient test

hazsurv.plot

Hazard and survival plots

hiv

HIV Zambian data

imputeCounter

Imputation of Counterfactual

imputeSS

Missing values' imputation

jc.probs

Joint or conditional probabilities from a fitted joint model

llpsi

Internal Function

lmc

Linear Model Fitting with Constraints

logLik.SemiParBIV

Extract the log likelihood for a fitted copula model

Nonparametric (worst-case and IV) Manski's bounds

meps

MEPS data

numgh

Internal Function

pen

Internal Function

plot.SemiParBIV

Plotting function

polys.map

Geographic map with regions defined as polygons

polys.setup

Set up geographic polygons

post.check

Diagnostic plots for discrete/continuous response margin

pred.gp

Function to predict quantiles from GP and DGP distributions

pred.mvt

Function to predict mean and variance of marginal distributions, as well as Kendall's tau

predict.CopulaCLM

Prediction function

predict.SemiParBIV

Prediction function

prev

Estimated overall prevalence from sample selection model

print.AT

Print an AT object

print.OR

Print an OR object

print.PE

Print an PE object

print.RR

Print an RR object

print.SemiParBIV

Print a SemiParBIV object

print.SemiParTRIV

Print a SemiParTRIV object

print.copulaSampleSel

Print a copulaSampleSel object

print.gamlss

Print a gamlss object

print.gjrm

Print a gjrm object

print.mb

Print an mb object

print.prev

Print an prev object

probm

Internal Function

rMVN

Multivariate Normal Variates

regH

Internal Function

resp.check

Plots for response variable

rob.const

Bootstrap procedure to help select the robust constant in a GAMLSS

rob.int

Tool for tuning bounds of integral in robust models

summary.SemiParBIV

SemiParBIV summary

summary.SemiParTRIV

SemiParTRIV summary

summary.copulaSampleSel

copulaSampleSel summary

summary.gamlss

gamlss summary

summary.gjrm

gjrm summary

triprobgHs

Internal Function

vis.gjrm

Visualization function

war

Civil war data

working.comp

Internal Function

GJRM

Generalised Joint Regression Modelling

v0.2-4

GPL (>= 2)

Authors

Giampiero Marra <giampiero.marra@ucl.ac.uk> and Rosalba Radice <rosalba.radice@city.ac.uk>

Initial release

GJRM

Functions (90)

GJRM

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