distreg

the main function for running distribution regressions

distreg(formla, data, yvals, link = "logit")

Arguments

formla	y ~ x
data	the dataset
yvals	all the values of y to compute F(y|x)
link	which link function to use, it can be anything accepted by glm (for example, logit, probit, or cloglog), the default is "logit"

Value

DR object

Examples

data(igm)
y0 <- median(igm$lcfincome)
distreg(lcfincome ~ lfincome + HEDUC, igm, y0)
#> $yvals
#> [1] 11.04563
#> 
#> $glmlist
#> $glmlist[[1]]
#> 
#> Call:  glm(formula = formla, family = binomial(link = link), data = dta)
#> 
#> Coefficients:
#> (Intercept)     lfincome      HEDUCHS  HEDUCLessHS  
#>     15.3320      -1.3976       0.1629       0.2256  
#> 
#> Degrees of Freedom: 499 Total (i.e. Null);  496 Residual
#> Null Deviance:	    693.1 
#> Residual Deviance: 640.9 	AIC: 648.9
#> 
#> 
#> attr(,"class")
#> [1] "DR"