ARCensReg
swMATH15356CRANARCensRegMaRDI QIDQ27245
Fitting Univariate Censored Linear Regression Model with Autoregressive Errors
Last update: 29 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.1, 1.0, 2.0, 3.0.1
Source code repository: https://github.com/cran/ARCensReg
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>.
