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iop - Inflated Ordered Probit and Logit Models

Estimation, inference, and quantities of interest for ordered probit and ordered logit models whose outcome contains an inflated category: a single ordered category (bottom, middle, top, or any other) that mixes observations generated by the ordered process with observations generated by a distinct split-population process. Fits the zero-inflated ordered probit of Harris and Zhao (2007) <doi:10.1016/j.jeconom.2007.01.002> and its middle- and top-inflated extensions (Bagozzi and Mukherjee 2012 <doi:10.1093/pan/mps020>; Bagozzi, Hill, Moore and Mukherjee 2015 <doi:10.1177/0022002713520530>; Bagozzi, Joo and Mukherjee 2024 <doi:10.1093/fpa/orae006>), generalized to an arbitrary inflated category and to the logit link, with optional correlated errors for the probit form, plus the standard ordered probit and logit and their partial proportional-odds (non-parallel) variants on the same footing. Provides analytic, robust, and cluster-robust standard errors, survey weights and offsets, model comparison (Vuong, likelihood-ratio, information criteria), regime-specific predicted probabilities and first differences, simulation for residual diagnostics, and tidy/table-package integration. The likelihood, its gradient, and the bivariate-normal probabilities are implemented in C++.

Last updated

cpp

5.03 score 27 scripts 396 downloads

underdisp - Diagnostics and Models for Underdispersed Count Data

Tools for detecting and modeling underdispersion in count data (conditional variance below the conditional mean), the case the Poisson and negative binomial defaults cannot represent. Provides a screening diagnostic that benchmarks at-risk dispersion against a zero-truncated Poisson, regression-adjusted tests of equidispersion, and a dispersion profile that compares the variance-to-mean curves of competing families against the data; the continuous parameter binomial (CPB) and generalized event count (Katz) regressions with zero-truncated, hurdle, and zero-inflated forms and high-dimensional fixed effects with a split-panel jackknife bias correction; matched Poisson, negative binomial, COM-Poisson (rate- and mean-parameterized), generalized Poisson, gamma-count, and double Poisson regressions through the same interface, with frequency weights, offsets, and analytic, robust, and cluster-robust standard errors; bootstrap and profile-likelihood inference; proper scoring rules, rootograms, PIT histograms, and simulation methods; and quantities of interest including predicted distributions, the implied ceiling, rate ratios, and first differences with an extensive/intensive decomposition. The likelihoods are implemented in C++.

Last updated

cpp

4.48 score 3 scripts 318 downloads