[R] Ordered logit or probit

Chris Lawrence
Fri, 30 Aug 2002 18:47:57 -0000

On Aug 30, Kevin Karty wrote:
> Has anyone written something that runs ordered logit or probit in R?  If
> so, where might it be located...

Ordered logit models can be run using the polr() routine in the MASS
library.  Ordered probit requires a bit of source hacking; a cheesy,
undocumented retread of polr that does ordered probit instead is at
http://www.lordsutch.com/chris/oprobit.q; example use:

source("oprobit.q")
oprobit(as.ordered(impeach) ~ party + clinton_vote + marginality + ...)

In theory, ordered probit and ordered logit should give similar
results (although rescaled) for well-behaved data; however, if
something strange is going on in the tails (where the pdfs are
somewhat different), they can differ quite a bit.


Chris
--
Chris Lawrence <cnlawren at olemiss.edu> - http://www.lordsutch.com/chris/

Instructor and Ph.D. Candidate, Political Science, Univ. of Mississippi
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