R package gcmr: Gaussian copula marginal regression. This paper identifies and develops the class of Gaussian copula models for marginal regression analysis of non-normal dependent observations. The class provides a natural extension of traditional linear regression models with normal correlated errors. Any kind of continuous, discrete and categorical responses is allowed. Dependence is conveniently modelled in terms of multivariate normal errors. Inference is performed through a likelihood approach. While the likelihood function is available in closed-form for continuous responses, in the non-continuous setting numerical approximations are used. Residual analysis and a specification test are suggested for validating the adequacy of the assumed multivariate model. Methodology is implemented in a R package called gcmr. Illustrations include simulations and real data applications regarding time series, cross-design data, longitudinal studies, survival analysis and spatial regression.

References in zbMATH (referenced in 14 articles , 2 standard articles )

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  1. Popovic, Gordana C.; Hui, Francis K.C.; Warton, David I.: A general algorithm for covariance modeling of discrete data (2018)
  2. Bonat, W.H.; Olivero, J.; Grande-Vega, M.; Farfán, M.A.; Fa, J.E.: Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island (2017)
  3. Dey, Rajib; Islam, M.Ataharul: A conditional count model for repeated count data and its application to GEE approach (2017)
  4. Guido Masarotto and Cristiano Varin: Gaussian Copula Regression in R (2017)
  5. Huang, A.: On generalised estimating equations for vector regression (2017)
  6. Feng, J.W.; Cen, S.; Li, C.F.; Owen, D.R.J.: Statistical reconstruction and Karhunen-Loève expansion for multiphase random media (2016)
  7. William Dunsmuir; David Scott: The glarma Package for Observation-Driven Time Series Regression of Counts (2015)
  8. Agresti, Alan: Two Bayesian/frequentist challenges for categorical data analyses (2014)
  9. Bai, Yun; Kang, Jian; Song, Peter X.-K.: Efficient pairwise composite likelihood estimation for spatial-clustered data (2014)
  10. Caragea, Petruţa C.; Berg, Emily: A centered bivariate spatial regression model for binary data with an application to presettlement vegetation data in the midwestern United States (2014)
  11. Guolo, Annamaria; Varin, Cristiano: Beta regression for time series analysis of bounded data, with application to Canada $\mathrmGoogle^\circledR$ Flu Trends (2014)
  12. Wu, Beilei; de Leon, Alexander R.: Gaussian copula mixed models for clustered mixed outcomes, with application in developmental toxicology (2014)
  13. Song, Peter X.-K.; Li, Mingyao; Zhang, Peng: Vector generalized linear models: a Gaussian copula approach (2013)
  14. Masarotto, Guido; Varin, Cristiano: Gaussian copula marginal regression (2012)