Ordered models such as ordered probit and ordered logit presume that the error variance is constant across observations. In the case that this assumption does not hold estimates of marginal effects are typically biased (Weiss (1997)). This package allows for generalization of ordered probit and ordered logit models by allowing the user to specify a model for the variance. Furthermore, the package includes functions to calculate the marginal effects. Wrapper functions to estimate the standard limited dependent variable models are also included.

Maintainer: Nathan Carroll <nathan.carroll at ur.de>

Author(s): Nathan Carroll

Install package and any missing dependencies by running this line in your R console:

install.packages("oglmx")

Depends maxLik
Imports stats
Suggests glmx, lmtest
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Package oglmx
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Version 2.0.0.3
Published 2017-03-09
License GPL-2
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NeedsCompilation no
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Package source oglmx_2.0.0.3.tar.gz