Robust Estimation Software

Walter R. Mebane, Jr. and Jasjeet S. Sekhon

This website is for the distribution of robust estimation software for R. Currently available is multinomRob() which provides the hyperbolic tangent estimator for overdispersed multinomial regression models of count data described in "Robust Estimation and Outlier Detection for Overdispersed Multinomial Models of Count Data," American Journal of Political Science 2004, 48 (April): 391-410. The package is also able to estimate overdispersed grouped multinomial logistic and multivariate-t logistic models.

The easiest way to install multinomRob (if you have an active network connection) is to type, from either the Unix shell or the GUI terminal (Windows, Mac):
> install.packages("multinomRob", dependencies=TRUE)

Alternatively you can download the source or binary files yourself:

R Source Package: multinomRob_1.8-6.1.tar.gz
Windows Binary Package:
OS X Universal Binary Package: multinomRob_1.8-6.1.tgz
Other Binary Packages:

The help pages of the functions in the package are listed below. End users should generally simply use the multinomRob function.
multinomRob: Robust Multinomial Regression
multinomMLE: Multinomial Regression Maximum Likelihood Estimator with Overdispersion
multinomT: Multinomial Multivariate-T Estimation
multinomTanh: Multinomial Regression Hyperbolic Tangent (Tanh) Estimator
rmultinomial: Random Number Generator for the Multinomial Distribution
mGNtanh: Multinomial Regression Hyperbolic Tangenet (Tanh) Estimator Gauss-Newton Optimization

Replication archive:

Return to Jasjeet Sekhon's Homepage