2017
DOI: 10.1515/demo-2017-0016
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A joint regression modeling framework for analyzing bivariate binary data in R

Abstract: Abstract:We discuss some of the features of the R add-on package GJRM which implements a exible joint modeling framework for tting a number of multivariate response regression models under various sampling schemes. In particular, we focus on the case in which the user wishes to t bivariate binary regression models in the presence of several forms of selection bias. The framework allows for Gaussian and non-Gaussian dependencies through the use of copulae, and for the association and mean parameters to depend o… Show more

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Cited by 31 publications
(50 citation statements)
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“…C : [0,1] 2 →[0,1] is a two-place copula function and θ , known as the copula parameter, is an association parameter which measures the dependence between the two random variables [ 33 ]. If Y i 1 and Y i 2 were both continuous, the copula C would be unique.…”
Section: Methodsmentioning
confidence: 99%
“…C : [0,1] 2 →[0,1] is a two-place copula function and θ , known as the copula parameter, is an association parameter which measures the dependence between the two random variables [ 33 ]. If Y i 1 and Y i 2 were both continuous, the copula C would be unique.…”
Section: Methodsmentioning
confidence: 99%
“…We applied this theoretical framework on tree species distribution modelling by estimating BSMs (Marra et al ., ) that included both ecological and economic drivers. BSMs were estimated with the package ‘SemiParBIVProbit’ available on CRAN (Marra et al ., ).…”
Section: Methodsmentioning
confidence: 99%
“…We applied this theoretical framework on tree species distribution modelling by estimating BSMs (Marra et al ., ) that included both ecological and economic drivers. BSMs were estimated with the package ‘SemiParBIVProbit’ available on CRAN (Marra et al ., ). BSMs require exclusion restrictions through the variables Wi for technical reasons presented in Section 1.3 of the Supporting Information.…”
Section: Methodsmentioning
confidence: 99%
“…The probability of default is π ( x i )= exp [−{1+ ξ ( β ′ x i )} −1/ ξ ]. The corresponding linear predictor can be derived as[lnfalse{π(xi)false}]ξ1ξ=βxi.We fitted this model by using the generalized joint regression modelling package GJRM in the R statistical software (Marra and Radice, ).…”
Section: Models and Predictive Accuracy Measuresmentioning
confidence: 99%
“…We fitted this model by using the generalized joint regression modelling package GJRM in the R statistical software (Marra and Radice, 2017).…”
Section: Generalized Extreme Value Regression Modelmentioning
confidence: 99%