62 research outputs found
R Package multgee: A Generalized Estimating Equations Solver for Multinomial Responses
No full textThe R package multgee implements the local odds ratios generalized estimating equations (GEE) approach proposed by Touloumis, Agresti, and Kateri (2013), a GEE approach for correlated multinomial responses that circumvents theoretical and practical limitations of the GEE method. A main strength of multgee is that it provides GEE routines for both ordinal (ordLORgee) and nominal (nomLORgee) responses, while relevant other softwares in R and SAS are restricted to ordinal responses under a marginal cumulative link model specification. In addition, multgee offers a marginal adjacent categories logit model for ordinal responses and a marginal baseline category logit model for nominal responses. Further, utility functions are available to ease the local odds ratios structure selection (intrinsic.pars) and to perform a Wald type goodness-of-fit test between two nested GEE models (waldts). We demonstrate the application of multgee through a clinical trial with clustered ordinal multinomial responses
Simulating Correlated Binary and Multinomial Responses under Marginal Model Specification: The SimCorMultRes Package
No full textWe developed the R package SimCorMultRes to facilitate simulation of correlated categorical (binary and multinomial) responses under a desired marginal model specification. The simulated correlated categorical responses are obtained by applying threshold approaches to correlated continuous responses of underlying regression models and the dependence structure is parametrized in terms of the correlation matrix of the latent continuous responses. This article provides an elaborate introduction to the SimCorMultRes package demonstrating its design and usage via three examples. The package can be obtained via CRAN
Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
No full textmultgee:GEE Solver for Correlated Nominal or Ordinal Multinomial Responses
No full textGEE solver for correlated nominal or ordinal multinomial responses using a local odds ratios parameterization
SimCorMultRes:Simulates Correlated Multinomial Responses
No full textSimulates correlated multinomial responses conditional on a marginal model specification
Simulating Correlated Binary and Multinomial Responses under Marginal Model Specification: The SimCorMultRes Package
No full textWe developed the R package SimCorMultRes to facilitate simulation of correlated categorical (binary and multinomial) responses under a desired marginal model specification. The simulated correlated categorical responses are obtained by applying threshold approaches to correlated continuous responses of underlying regression models and the dependence structure is parametrized in terms of the correlation matrix of the latent continuous responses. This article provides an elaborate introduction to the SimCorMultRes package demonstrating its design and usage via three examples. The package can be obtained via CRAN
ShrinkCovMat:Shrinkage Covariance Matrix Estimators
No full textProvides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.<br/
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