ARCensReg (Q27245): Difference between revisions
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Removed claim: imports (P585): msm (Q20110) |
Swh import (talk | contribs) SWHID from Software Heritage |
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Property / last update: 11 September 2016 / rank | |||||||||||||||
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Property / maintained by: Fernanda L. Schumacher / rank | |||||||||||||||
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publication date: 16 May 2016
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publication date: 9 September 2016
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publication date: 29 August 2023
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29 August 2023
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Property / last update: 29 August 2023 / rank | |||||||||||||||
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Property / maintained by: Fernanda L. Schumacher / rank | |||||||||||||||
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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>. | |||||||||||||||
Property / description: 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>. / rank | |||||||||||||||
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Property / author: Fernanda L. Schumacher / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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Property / cites work: Censored regression models with autoregressive errors: A likelihood‐based perspective / rank | |||||||||||||||
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Property / cites work: Influence diagnostics for censored regression models with autoregressive errors / rank | |||||||||||||||
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Property / cites work: Censored autoregressive regression models with Student-$t$ innovations / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/ARCensReg / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:d96577cbacccce681d7c7f67422a65a34277366e / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:d96577cbacccce681d7c7f67422a65a34277366e / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:d96577cbacccce681d7c7f67422a65a34277366e / qualifier | |||||||||||||||
point in time: 20 September 2023
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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 |
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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>.
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expanded from: GPL (≥ 2) (English)
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Identifiers
20 September 2023
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