rregm (Q7371691)

Provides estimation and data generation tools for several new regression models, including the gamma, beta, inverse gamma, beta prime, log-normal and log-logistic distributions. These models can be parameterized based on the mean, median, mode, geometric mean and harmonic mean, except for the log-logistic model which is based on alternative parametrizations. For details, see Bourguignon and Gallardo (2025a) <doi:10.1016/j.chemolab.2025.105382> and Bourguignon and Gallardo (2025b) <doi:10.1111/stan.70007>. The package also implements higher-order likelihood inference through Skovgaard-adjusted likelihood ratio statistics and predictive shrinkage estimators reparameterized beta regression models.