Statistics: Regression

binary

By Chris Wiesen (UNC). Fits probit and logit models.

bpois

Bayesian Poisson Regression: Sensitivity Analysis through Dynamic Graphics. By Balasubramian Narasimhan (Penn State).

GEE

Software by Thomas Lumley (Biostat, UW) for the Liang-Zeger Generalized Estimation Equations method.

cda

Julian Faraway's (UMich) software for "The Cost of Data Analysis"

cw

Old, and presumably outdated, version of Cook and Weisberg regression diagnostics software. Now updated as rcode.

gam

Code by Jason Bond (UCLA). Needs his supersmoother. Fits generalized additive models by backfitting.

glmer

Ghuanhan Liu's (UCLA) code to fit HLM's.

hasse

By Philip Iversen (Iowa State). This program determines F-test and expected mean squares for balanced complete experimental designs.

monotone

Programs by Jan de Leeuw for the Dykstra algorithm to project on intersections of convex sets, and for the pool- adjacent-violators algorithm fro monotone regression.

multinomial

Primitive but usable program to fit multinomial regression models. By Jan de Leeuw.

oirs

Code for "Order and Influence in Regression Strategy" by Julian J. Faraway (UMich).

oneway

This is only a bunch of additions to Tierney's one way ANOVA. By Balasubramian Narasimhan (Penn State).

regression-add-ons

Extensions of the regression-model-proto by Nicola Chapman (Un Toronto). Has IRLS, LMS, the general linear hypothesis, and a plot system.

regstrat

Code for "Order and Influence in Regression Strategy" by Julian J. Faraway (UMich). May be the same as oirs.

robust

Code for LMS and LTS regression by David Betz (UCLA). Code for IRLS robust regression, for LAV regression and GINI regression by Jan de Leeuw.

sir

Code for various forms of Ker-Chau Li's Sliced Inverse Regression. By Chun-houh Chen, Heng-hui Lue, Li-sue Chen.

strays

Various authors. Code for collinearity diagnostics, for weighted regression with non-diagonal weight matrices, for stepwise regression, for contextual analysis, for Box-Cox analysis, and repeated measures analysis.

shrinkage

An introduction to maximum likelihood methods of shrinkage/ridge regression, plus numerous code/example archives for download ...by Bob Obenchain, softRX freeware.

terrace

James Hilden-Minton's (UCLA) package to fit and diagnose HLM's

vif

Bob Stine's (Wharton) package to look at variance inflation factors.