hmmm: An R Package for Hierarchical Multinomial Marginal Models

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Authors Roberto Colombi, Sabrina Giordano, Manuela Cazzaro
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper 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 of publication 2014
Code Programming Language R

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