doglm | doglm provides an interactive menu for preparing data and fitting GLM in XploRe. |
genglm | genglm generates data from a GLM model. |
genmultlo | genmultlo generates data according to a multinomial logit model with P( Y = j | Xa , Xi) proportional to exp( Xa * ba + Xi * bi[j] ). Here, Xi denotes the part of the explanatory variables which merely depends on the individuals, Xa covers variables which may vary with the alternatives j. Either part, Xa or Xi, can be omitted. |
glmbackward | glmbackward performs a backward model selection by searching the best of all subset models w.r.t. the AIC or BIC criterion. Optionally, a number of columns can be given, which are always included in the submodels. |
glmcore | fits a generalized linear model E[y|x] = G(x*b). This is the core macro for GLM estimation. It assumes that all input variables are given in the right manner. No preparation of data is performed. A more convenient way to estimate a GLM is to call the function glmest. |
glmdiagh | glmdiagh calculates the diagonal elements of the 'hat' matrix |
glmest | glmest fits a generalized linear model E[y|x] = G(x*b). This macro offers a convenient interface for GLM estimation. A check of the data is performed. |
glmfit | helper macro for doglm. |
glmforward | glmforward performs a forward model selection by searching the best of all subset models w.r.t. the AIC or BIC criterion. Optionally, a number of columns can be given, which are always included in the submodels. |
glminit | glminit checks the validity of input and performs the initial calculations for an GLM fit. The output is ready to be used with glmcore. |
glminvlink | glminvlink computes the inverse link function. |
glmlink | glmlink computes the link function. |
glmll | glmll computes the individual log-likelihood. |
glmlld | glmlld computes the first and second derivative of the individual log-likelihood in dependence of the linear index eta and y. |
glmlrtest | glmlrtest performs a likelihood ratio test of two nested GLM. |
glmmain | sets defaults for library glm. |
glmmultlo | glmmultlo fits a multinomial/conditional logit model where the response Y is multinomial distributed. This means, P( Y = j | Xa , Xi) is proportional to exp( Xa * ba + Xi * bi[j] ). Here, Xi denotes that part of the explanatory variables which merely depends on the individuals and Xa covers variables which may vary with the alternatives j. Either part, Xa or Xi, can be omitted. |
glmmultshape | reshapes data from panel format to matrix format and vice versa. The matrix format is needed for glmmultlo. |
glmopt | glmopt defines a list with optional parameters in glm macros. The list is either created or new options are appended to an existing list. Note that glmopt does accept _any_ values for the parameters without validity. |
glmout | glmout creates a nice output display for GLM. |
glmplot | glmplot creates a display and plots for a one-dimensional explanatory variable: the distribution, a scatterplot of the marginal influence versus the response and a scatterplot of the variabel versus the response. |
glmscatter | glmscatter computes a scatterplot to explain the marginal influence of a variable on the response. |
glmselect | glmselect performs a model selection by searching the best of all subset models w.r.t. the AIC or BIC criterion. Optionally a number of columns can be given, which are always included in the submodels. |
glmstat | glmstat provides some statistics for a fitted GLM. |
glmtest | executes some tests for the macros defined in glm.lib. Is invoked by vertestl(). |
select0item | select0item is an item selector for glm. It allows exactly at most one item to be selected. |
select1item | select1item is an item selector for glm. It allows exactly one item to be selected. |
xlnxdy | computes x.*log(x./y), with check for x=y=0, used for GLM macros. |
xlny | computes x.*log(y), with check for x=y=0, used for GLM macros. |