Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals. Infrastructure for working with censored or truncated normal, logistic, and Student-t distributions, i.e., d/p/q/r functions and distributions3 objects.
Version: 1.2-2 Depends: R (≥ 3.6.0) Imports: stats, Formula, ordinal, sandwich, scoringRules Suggests: distributions3 (≥ 0.2.1), glmx, knitr, lmtest, memisc, quarto Published: 2025-03-14 DOI: 10.32614/CRAN.package.crch Author: Achim Zeileis [aut, cre], Jakob W. Messner [aut], Reto Stauffer [aut], Ioannis Kosmidis [ctb], Georg J. Mayr [ctb] Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org> BugReports: https://topmodels.R-Forge.R-project.org/crch/contact.html License: GPL-2 | GPL-3 URL: https://topmodels.R-Forge.R-project.org/crch/ NeedsCompilation: yes Citation: crch citation info Materials: README, NEWS In views: Distributions, Econometrics CRAN checks: crch results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=crch to link to this page.
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