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Further packages for microeconometrics #41

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maebruck opened this issue Oct 2, 2020 · 0 comments
Open

Further packages for microeconometrics #41

maebruck opened this issue Oct 2, 2020 · 0 comments
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@maebruck
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maebruck commented Oct 2, 2020

AER pg. 145

  • gam: generalised additive models: logLik posterior assigned, no real "log-likelihood contributions"
  • lme4: nonlinear random-effects models: counts, binary dependent variables, etc. - similar to above, seems to be closer to a "real" log-likelihood, but still does not seem to make sense.
  • mgcv: generalised additive (mixed) models: as gam
  • micEcon: Demand systems, cost, and production functions: probably possible to get log likelihood functions for
  • mlogit: Multinomial logit models with choice-specific variables: seems feasible: https://stats.idre.ucla.edu/stata/dae/multinomiallogistic-regression/ http://qed.econ.queensu.ca/ETM/corrections/Fourth-pdf/pg468.pdf
  • robustbase: Robust/resistant regression for GLMs: no, we are doing robust regression too.
  • sampleSelection: Selection models: generalised tobit, heckit: Try heckit, and maybe generalised tobit after implementation of the AER::tobit
@maebruck maebruck self-assigned this Oct 2, 2020
@maebruck maebruck added the future possible future feature label Oct 2, 2020
@maebruck maebruck removed their assignment Apr 9, 2021
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