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. Huang (2014) doi:10.1080/01621459.2013.824892. Huang and Rathouz (2012) doi:10.1093/biomet/asr075. Rathouz and Gao (2008) doi:10.1093/biostatistics/kxn030.
- Version1.6
- R version≥ 3.2.2
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Huang (2014)
- Huang and Rathouz (2012)
- Rathouz and Gao (2008)
- Last release01/24/2024
Team
Michael Wurm
Paul Rathouz
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Suggests1 package