ARCensReg (Q27245): Difference between revisions
From MaRDI portal
Changed an Item |
Swh import (talk | contribs) SWHID from Software Heritage |
||||||||||||||
| (2 intermediate revisions by 2 users not shown) | |||||||||||||||
| Property / source code repository | |||||||||||||||
| Property / source code repository: https://github.com/cran/ARCensReg / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:d96577cbacccce681d7c7f67422a65a34277366e / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:d96577cbacccce681d7c7f67422a65a34277366e / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:d96577cbacccce681d7c7f67422a65a34277366e / qualifier | |||||||||||||||
point in time: 20 September 2023
| |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 17:07, 21 March 2024
Fitting Univariate Censored Linear Regression Model with Autoregressive Errors
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARCensReg |
Fitting Univariate Censored Linear Regression Model with Autoregressive Errors |
Statements
29 August 2023
0 references
It fits a univariate left, right, or interval censored linear regression model with autoregressive errors, considering the normal or the Student-t distribution for the innovations. It provides estimates and standard errors of the parameters, predicts future observations, and supports missing values on the dependent variable. References used for this package: Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics, 45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence diagnostics for censored regression models with autoregressive errors. Australian & New Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored autoregressive regression models with Student-t innovations. arXiv preprint <arXiv:2110.00224>.
0 references
expanded from: GPL (≥ 2) (English)
0 references
20 September 2023
0 references
