| 1 | = Package QltvRespModel = |
| 2 | |
| 3 | Max-likelihood and bayesian estimation of qualitative response models. |
| 4 | |
| 5 | == Weighted Boolean Regresions == |
| 6 | |
| 7 | Abstract class |
| 8 | [source:/tolp/OfficialTolArchiveNetwork/QltvRespModel/WgtBoolReg.tol @WgtBoolReg] |
| 9 | is the base to inherit weighted boolean regressions as logit or probit or any other |
| 10 | given justthe scalar distribution function. |
| 11 | |
| 12 | This class implements max-likelihood by means of package |
| 13 | [wiki/OfficialTolArchiveNetworkNonLinGloOpt NonLinGloOpt] and bayesian estimation |
| 14 | using [wiki/OfficialTolArchiveNetworkBysSampler BysSampler]. |
| 15 | |
| 16 | User can and should define scalar truncated normal or uniform prior information and |
| 17 | bounds for all variables for which he/she has robust knowledge.[[BR]] [[BR]] |
| 18 | [[LatexEquation( \beta_k \sim N\left(\nu_k, \sigma_k \right) )]] |
| 19 | [[LatexEquation( l_k \le \beta_k \le u_k \wedge l_k < u_k)]] |
| 20 | When [[LatexEquation( \sigma_k )]] is infinite or unknown we will express a uniform |
| 21 | prior. |
| 22 | When [[LatexEquation( l_k = -\infty)]] or unknown we will express that variable |
| 23 | has no lower bound. |
| 24 | When [[LatexEquation( u_k = +\infty)]] or unknown we will express that variable |
| 25 | has no upper bound. |
| 26 | |
| 27 | It's also allowed to give any set of constraining linear inequations [[BR]] [[BR]] |
| 28 | [[LatexEquation( A \beta \le a )]] |
| 29 | |
| 30 | === Weighted Logit Regression === |
| 31 | Class [source:/tolp/OfficialTolArchiveNetwork/QltvRespModel/WgtLogit.tol @WgtLogit] |
| 32 | is an specialization of class |
| 33 | [source:/tolp/OfficialTolArchiveNetwork/QltvRespModel/WgtBoolReg.tol @WgtBoolReg] |
| 34 | that handles with weighted logit regressions. |
| 35 | |
| 36 | |
| 37 | === Weighted Probit Regression === |
| 38 | Class [source:/tolp/OfficialTolArchiveNetwork/QltvRespModel/WgtProbit.tol @WgtProbit] |
| 39 | is an specialization of class |
| 40 | [source:/tolp/OfficialTolArchiveNetwork/QltvRespModel/WgtBoolReg.tol @WgtBoolReg] |
| 41 | that handles with weighted probit regressions. |