oglmx: A Package for Estimation of Ordered Generalized Linear Models
نویسنده
چکیده
Ordered discrete dependent variable models such as ordered probit and ordered logit are frequently used across the social sciences to study outcomes including health status, happiness, wealth and educational attainment. Unlike in the case of OLS, unaccounted for heteroskedasticity in these models can lead to biased parameter estimates. This paper introduces the oglmx package for the R statistical environment that permits estimation of generalized models that allow the user to model the form of the heteroskedasticity.
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