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The VGAM Package for Categorical Data Analysis

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  • Yee, Thomas W.

Abstract

Classical categorical regression models such as the multinomial logit and proportional odds models are shown to be readily handled by the vector generalized linear and additive model (VGLM/VGAM) framework. Additionally, there are natural extensions, such as reduced-rank VGLMs for dimension reduction, and allowing covariates that have values specific to each linear/additive predictor, e.g., for consumer choice modeling. This article describes some of the framework behind the VGAM R package, its usage and implementation details.

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  • Yee, Thomas W., 2010. "The VGAM Package for Categorical Data Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i10).
    • Handle: RePEc:jss:jstsof:v:032:i10
    DOI: http://hdl.handle.net/10.18637/jss.v032.i10
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    1. Firth, David, 2005. "Bradley-Terry Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 12(i01).
    2. Meyer, David & Zeileis, Achim & Hornik, Kurt, 2006. "The Strucplot Framework: Visualizing Multi-way Contingency Tables with vcd," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 17(i03).
    3. Ioannis Kosmidis & David Firth, 2009. "Bias reduction in exponential family nonlinear models," Biometrika, Biometrika Trust, vol. 96(4), pages 793-804.
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