gldrm

Generalized Linear Density Ratio Models

Fits a generalized linear density ratio model (GLDRM). A GLDRM is a semiparametric generalized linear model. In contrast to a GLM, which assumes a particular exponential family distribution, the GLDRM uses a semiparametric likelihood to estimate the reference distribution. The reference distribution may be any discrete, continuous, or mixed exponential family distribution. The model parameters, which include both the regression coefficients and the cdf of the unspecified reference distribution, are estimated by maximizing a semiparametric likelihood. Regression coefficients are estimated with no loss of efficiency, i.e. the asymptotic variance is the same as if the true exponential family distribution were known.

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Package
gldrm
Type
Package
Title
Generalized Linear Density Ratio Models
Version
1.4
Description
Fits a generalized linear density ratio model (GLDRM). A GLDRM is a semiparametric generalized linear model. In contrast to a GLM, which assumes a particular exponential family distribution, the GLDRM uses a semiparametric likelihood to estimate the reference distribution. The reference distribution may be any discrete, continuous, or mixed exponential family distribution. The model parameters, which include both the regression coefficients and the cdf of the unspecified reference distribution, are estimated by maximizing a semiparametric likelihood. Regression coefficients are estimated with no loss of efficiency, i.e. the asymptotic variance is the same as if the true exponential family distribution were known.
Depends
R (>= 3.2.2)
Imports
stats (>= 3.2.2)
Suggests
testthat (>= 1.0.2)
License
MIT + file LICENSE
LazyData
TRUE
RoxygenNote
6.0.1
NeedsCompilation
no
Packaged
2017-12-06 00:46:23 UTC; mike
Author
Michael Wurm [aut, cre], Paul Rathouz [aut]
Maintainer
Michael Wurm
Repository
CRAN
Date/Publication
2017-12-06 09:58:46 UTC

install.packages('gldrm')

1.4

7 days ago

Michael Wurm

MIT + file LICENSE

Depends on

R (>= 3.2.2)

Imports

stats (>= 3.2.2)

Suggests

testthat (>= 1.0.2)

Discussions