Hello All, I'm trying to run a multinomial probit on a dataset with 28 data points and five levels (0,1,2,3,4) in the latent choice involving response variable. I downloaded the latest mnp package to run the regression. It starts the calculation and then crashes the rpogram. I wish I could give the error message but it literally shuts down R without a warning. I'm using the R that's been ported to OS X. Is it possible that there are RAM restrictions and that when something computationally heavy goes through the program is cut off? As well, is there actually a "probit" method for polr from nnet package? All help appreciated as masters thesis topics are due soon. Charlie Sprenger UCL - student
I think the polr is in MASS and indeed has a probit method. Jean, On Fri, 3 Dec 2004, Charlie Sprenger wrote:> Hello All, > > I'm trying to run a multinomial probit on a dataset with 28 data > points and five levels (0,1,2,3,4) in the latent choice involving > response variable. > > I downloaded the latest mnp package to run the regression. It starts > the calculation and then crashes the rpogram. I wish I could give the > error message but it literally shuts down R without a warning. > > I'm using the R that's been ported to OS X. Is it possible that there > are RAM restrictions and that when something computationally heavy > goes through the program is cut off? > > As well, is there actually a "probit" method for polr from nnet package? > > All help appreciated as masters thesis topics are due soon. > > Charlie Sprenger > UCL - student > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >
Charlie Sprenger wrote:>Hello All, > > I'm trying to run a multinomial probit on a dataset with 28 data >points and five levels (0,1,2,3,4) in the latent choice involving >response variable. > >I downloaded the latest mnp package to run the regression. It starts > >MNP>the calculation and then crashes the rpogram. I wish I could give the >error message but it literally shuts down R without a warning. > >I am also struggling with this. could you give more details, also try very short runs (n.draws=1!), try different set.seed(), ... Kjetil>I'm using the R that's been ported to OS X. Is it possible that there >are RAM restrictions and that when something computationally heavy >goes through the program is cut off? > >As well, is there actually a "probit" method for polr from nnet package? > >All help appreciated as masters thesis topics are due soon. > >Charlie Sprenger >UCL - student > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > >-- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra
Dear Charlie, The multinomial probit model estimates the covariance matrix of the latent variables in addition to the coefficents. In your case with 5 alternatives, there are 9 parameters in the covariance matrix. This means that even if you only have intercepts in your model (no covariate), you will have a total of 13 parameters to estimate with only 28 data points. If you still want to fit the model, you need an informative prior. The default prior is quite diffuse, and so you need to adjust p.var, p.df, and p.scale arguments in mnp(). See the full documentation available at http://www.princeton.edu/~kimai/research/MNP.html and the paper for more details and examples: Imai, Kosuke, and David A. van Dyk. (2005). ``A Bayesian Analysis of the Multinomial Probit Model Using Marginal Data Augmentation.'' Journal of Econometrics, Vol. 124, No. 2 (February), pp. 311-334. Hope this helps, Kosuke --------------------------------------------------------- Kosuke Imai Office: Corwin Hall 041 Assistant Professor Phone: 609-258-6601 Department of Politics eFax: 973-556-1929 Princeton University Email: kimai at Princeton.Edu Princeton, NJ 08544-1012 http://www.princeton.edu/~kimai ---------------------------------------------------------> From: Charlie Sprenger <c.sprenger at gmail.com> > Date: December 3, 2004 4:09:19 AM CST > To: r-help at stat.math.ethz.ch > Subject: [R] multinomial probit > Reply-To: Charlie Sprenger <c.sprenger at gmail.com> > > Hello All, > > I'm trying to run a multinomial probit on a dataset with 28 data > points and five levels (0,1,2,3,4) in the latent choice involving > response variable. > > I downloaded the latest mnp package to run the regression. It starts > the calculation and then crashes the rpogram. I wish I could give the > error message but it literally shuts down R without a warning. > > I'm using the R that's been ported to OS X. Is it possible that there > are RAM restrictions and that when something computationally heavy > goes through the program is cut off? > > As well, is there actually a "probit" method for polr from nnet > package? > > All help appreciated as masters thesis topics are due soon. > > Charlie Sprenger > UCL - student > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >-- Andrew D. Martin, Ph.D. Department of Political Science Washington University Campus Box 1063 One Brookings Drive St. Louis, MO 63130 (314) 935-5863 (Office) (314) 753-8377 (Cell) (314) 935-5856 (Fax) Office: Eliot Hall 326 Email: admartin at wustl.edu WWW: http://adm.wustl.edu