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Extended Model Formulas in R. Multiple Parts and Multiple Responses.

Zeileis, Achim and Croissant, Yves (2009) Extended Model Formulas in R. Multiple Parts and Multiple Responses. Research Report Series / Department of Statistics and Mathematics, 92. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Model formulas are the standard approach for specifying the variables in statistical models in the S language. Although being eminently useful in an extremely wide class of applications, they have certain limitations including being confined to single responses and not providing convenient support for processing formulas with multiple parts. The latter is relevant for models with two or more sets of variable, e.g., regressors/instruments in instrumental variable regressions, two-part models such as hurdle models, or alternative-specific and individual-specific variables in choice models among many others. The R package Formula addresses these two problems by providing a new class "Formula" (inheriting from "formula") that accepts an additional formula operator | separating multiple parts and by allowing all formula operators (including the new |) on the left-hand side to support multiple responses.

Item Type: Paper
Keywords: formula processing / model frame / model matrix / R
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 23 Sep 2009 22:01
Last Modified: 08 Mar 2017 19:56
URI: http://epub.wu.ac.at/id/eprint/1056


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