Implementations of statistical and machine learning models
Content - Documentation
Linear Models - (Estimator):
- Linear Regression - (OLS)
Binary Models - (Estimator):
- Logit - (MLE) 1
- Probit - (MLE) 1
Censored Models - (Estimator):
- Tobit - (MLE) 1,2
Multinomial Models - (Estimator):
- Multinomial Regression / Multinomial Logit - (MLE)
1 : Cameron, A., & Trivedi, P. (2005). Microeconometrics: Methods and Applications. Cambridge: Cambridge University Press. doi:10.1017/CBO9780511811241
2 : Calzolari, Giorgio, and Gabriele Fiorentini. “Estimating Variances and Covariances in a Censored Regression Model.” MPRA Paper, 1993. https://mpra.ub.uni-muenchen.de/22598/.