Bias reduction for Binomial-response GLMs

brglm provides a unified interface for estimation in binomial-response GLMs. Estimation can be performed using either an adjusted-score approach to bias reduction or maximum penalised likelihood, where the likelihood function is penalised by Jeffreys invariant prior, or simply maximum likelihood. The adjusted-score functions approach is the most appealing because the resultant estimator has zero bias to second order and smaller variance, and the bias-reduced estimates are always finite. Furthermore, brglm contains the tools for the construction of confidence intervals for the resultant estimates.

Version: 0.5-6
Author: Ioannis Kosmidis
Maintainer: Ioannis Kosmidis [aut, cre]
License: GPL 2 or greater
Depends: R (>= 2.6.0), profileModel
Suggests: MASS
Submitted to CRAN : 16 Aug 2011
R-Forge page: brglm

Tools for profiling inference functions for various model classes

profileModel provides tools that can be used to calculate, evaluate, plot and use for inference the profiles of arbitrary inference functions for arbitrary 'glm'-like fitted models with linear predictors. In addition, it allows the developers of fitting procedures to use these capabilities by simply writing a function for the appropriate objective to be profiled.

Version: 0.5-8
Author: Ioannis Kosmidis
Maintainer: Ioannis Kosmidis [aut, cre]
License: GPL 2 or greater
Depends: R (>= 2.6.0)
Suggests: MASS, gnm
Submitted to CRAN : 16 Aug 2011
R-Forge page: profileModel

Beta regression

Beta regression for modeling beta-distributed dependent variables, e.g., rates and proportions. In addition to maximum likelihood regression (for both mean and precision of a beta-distributed response), bias-corrected and bias-reduced estimation as well as finite mixture models and recursive partitioning for beta regressions are provided.

Version: 3.0-2
Authors: Achim Zeileis [aut, cre], Francisco Cribari-Neto [aut], Bettina Gruen [aut],
Ioannis Kosmidis [aut], Alexandre B. Simas [ctb] (earlier version by),
Andrea V. Rocha [ctb] (earlier version by)
Maintainer: Achim Zeileis
License: GPL 2 or greater
Depends: R (>= 2.10.0), stats, Formula
Suggests: car, flexmix, lattice, lmtest, modeltools, party, sandwich, strucchange
Submitted to CRAN : 20 Jul 2012
R-Forge page: betareg

Various tools that I developed for specific purposes or published work of mine appear in this section. They are distributed under GPL 2 or greater in the hope that they might be useful to someone else. Please feel free to sent me any comments, and/or suggestions for improvement.

• Optimal Box-Cox transformation according to a grid-based maximization of the correlation of a Normal P-P plot.
• Bias correction and bias reduction for beta regression models with linear predictors and common precision parameter