hmmm: An R Package for Hierarchical Multinomial Marginal Models

Roberto Colombi, Sabrina Giordano and Manuela Cazzaro

Journal of Statistical Software, 2014, vol. 059, issue i11

Abstract: In this paper we show how complete hierarchical multinomial marginal (HMM) models for categorical variables can be defined, estimated and tested using the R package hmmm. Models involving equality and inequality constraints on marginal parameters are needed to define hypotheses of conditional independence, stochastic dominance or notions of positive dependence, or when the parameters are allowed to depend on covariates. The hmmm package also serves the need of estimating and testing HMM models under equality and inequality constraints on marginal interactions.

Date: 2014-09-12
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:059:i11

DOI: 10.18637/jss.v059.i11

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