R Development Page
Contributed R Packages
Below is a list of all packages provided by project Bias reduction in GLMs.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Packages
brglm | Bias Reduction in Binomial-Response Generalized Linear Models | |||||||||
Fit generalized linear models with binomial responses using either an adjusted-score approach to bias reduction or maximum penalized likelihood where penalization is by Jeffreys invariant prior. These procedures return estimates with improved frequentist properties (bias, mean squared error) that are always finite even in cases where the maximum likelihood estimates are infinite (data separation). Fitting takes place by fitting generalized linear models on iteratively updated pseudo-data. The interface is essentially the same as glm. More flexibility is provided by the fact that custom pseudo-data representations can be specified and used for model fitting. Functions are provided for the construction of confidence intervals for the reduced-bias estimates. | ||||||||||
Version: 0.6.2 | Last change: 2019-04-02 16:03:11+02 | Rev.: 57 | ||||||||||
Download:
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R install command:
install.packages("brglm", repos="http://R-Forge.R-project.org") | ||||||||||
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