Hi, I am running some rather complex mixtures of beta regressions using the
betamix() command from the betareg package (V. 3.0-4). If I am doing
exploratory regressions with only one random starting value (nstart=1) I
obtain results which converge after about 100 iterations. However, if I run
regre
I found a way to manually calculate the ICL for a betamix() result, using the
entropy.empirical() command from the 'entropy' package. Here is the code:
model=betamix(y~x)
BIC(model)+entropy.empirical(posterior(model))
Cheers,
Chris
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Hi,
I am running beta mixture regressions using the betamix() command from the
package 'betareg' (3.0-4). I In order to inform the choice about the number
of latent classes I took a look at the various information criteria (AIC,
BIC, ICL) and learnt that the integrated completed likelihood (ICL) i
Hi everyone,
I have estimated different models with the betareg() command from the
package 'betareg' (3.0-4). When I started to compare them using likelihood
ratio tests, it occured to me that the logLik() of the models increased with
increasing number of parameters. I confirmed this observations
Hi everyone,
I am using the hetglm() command from the package 'glmx' (0.1-0). It seems
that hetglm() is incompatible with the robust standard errors estimator
provided in the 'AER' package: coeftest(mymodel,vcov=vcovHC)
Any suggestions how I could obtain robust standard errors for the
heteroscedast
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