The package smicd supports the estimation of linear and linear mixed regression models (random slope and random intercept models) with interval censored dependent variable. Parameter estimates are obtain by a stochastic expectation maximization (SEM) algorithm (Walter et al., 2017). Standard errors are estimated by a non-parametric bootstrap in the linear regression model and by a parametric bootstrap in the linear mixed regression model. To handle departures from the model assumptions transformations (log and Box-Cox) of the interval censored dependent variable are incorporated into the algorithm (Walter et al., 2017). Furthermore, the package smicd has implemented a non-parametric kernel density algorithm for the direct (without covariates) estimation of statistical indicators from interval censored data (Walter and Weimer, 2018; Gross et al., 2017). The standard errors of the statistical indicators are estimated by a non-parametric bootstrap.
The two estimation functions for the linear and linear mixed regression model
are called semLm
and semLme
. So far, only random
intercept and random slope models are implemented. For both functions
the following methods are available: summary.sem
,
print.sem
and plot.sem
.
The function for the direct estimation of statistical indicators is called
kdeAlgo
. The following methods are available:
print.kdeAlgo
and plot.kdeAlgo
.
An overview of all currently provided functions can be requested by
library(help=smicd)
.
Walter, P., Gross, M., Schmid, T. and Tzavidis, N. (2017). Estimation of Linear and Non-Linear Indicators using Interval Censored Income Data. FU-Berlin School of Business & Economics, Discussion Paper. Walter, P. and Weimer, K. (2018). Estimating Poverty and Inequality Indicators using Interval Censored Income Data from the German Microcensus. FU-Berlin School of Business & Economics, Discussion Paper. Gro<U+00DF>, M., U. Rendtel, T. Schmid, S. Schmon, and N. Tzavidis (2017). Estimating the density of ethnic minorities and aged people in Berlin: Multivariate Kernel Density Estimation applied to sensitive georeferenced administrative data protected via measurement error. Journal of the Royal Statistical Society: Series A (Statistics in Society), 180.