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Ioannis Kosmidis' software

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brglm: Bias Reduction in Binomial-Response GLMs

Overview: 

brglm provides a unified interface for estimation in binary-response GLMs. Estimation can be performed using either a modified-score approach to bias reduction or maximum penalised likelihood, where the likelihood function is penalised by Jeffreys invariant prior, or simply maximum likelihood. The modified-score functions approach is the most appealing because the resultant estimator has zero bias to second order and smaller variance, and the bias-reduced estimates are always finite. Furthermore, brglm contains the tools for the construction of profile confidence intervals for the resultant estimates.

Version: 0.5-4
Author: Ioannis Kosmidis
Maintainer: Ioannis Kosmidis
License: GPL 2 or greater
Depends: R (>= 2.6.0), profileModel
Suggests: MASS
Submitted to CRAN: 25 Nov 2008
Download latest sources: brglm

Additional Material:

Available shortly 

profileModel: Tools for Profiling Inference Functions for Various Model Classes

Overview:  

profileModel provides tools that can be used to calculate, evaluate, plot and use for inference the profiles of arbitrary inference functions for arbitrary 'glm'-like fitted models with linear predictors. In addition, it allows the developers of fitting procedures to use these capabilities by simply writing a function for the appropriate objective to be profiled. 

Version: 0.5-6
Author: Ioannis Kosmidis
Maintainer:
Ioannis Kosmidis
License: GPL 2 or greater
Depends: R (>= 2.6.0)
Suggests: MASS, gnm
Submitted to CRAN: 25 Nov 2008
Download latest sources: profileModel

Additional Material:

Articles
Presentations
Screenshots

profiles_quasi.png profiles_separation_small.png

 

 

 

 

 

 

 

 

Various statistical tools

Overview: 

Various tools that I developed for specific purposes appear in this section.  They are distributed under GPL 2 or greater in the hope that they might be useful for someone else. Please feel free to sent me any comments, and/or suggestions for improvement.

Page contact: Ioannis Kosmidis Last revised: Fri 2 Oct 2009
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