R Programming/Binomial Outcome Models

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R Programming

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Contents

[edit] Logit model

[edit] Probit

[edit] Scobit

  • Scobit is a generalized logit model developped by Jonathan Nagler[1]

[edit] Semi-Parametric models

  • Klein and Spady[2] estimator is implemented in the np package[3] (see npindex())

[edit] References

  1. ↑ “Scobit: An Alternative Estimator to Logit and Probit,” American Journal of Political Science, (1994) 38:230–255.
  2. ↑ Klein, R. W. and R. H. Spady (1993), “An efficient semiparametric estimator for binary response models,” Econometrica, 61, 387-421.
  3. ↑ Tristen Hayfield and Jeffrey S. Racine (2008). Nonparametric Econometrics: The np Package. Journal of Statistical Software 27(5). URL http://www.jstatsoft.org/v27/i05/.
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