SPreg

Bias Reduction in the Skew-Probit Model for a Binary Response

CRAN Package

Provides a function for the estimation of parameters in a binary regression with the skew-probit link function. Naive MLE, Jeffrey type of prior and Cauchy prior type of penalization are implemented, as described in DongHyuk Lee and Samiran Sinha (2019+) doi:10.1080/00949655.2019.1590579.

  • Version1.0
  • R version≥ 3.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release03/16/2019

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  • Imports2 packages