R help - Sep 2008 - Weights for polr

On Mon, 22 Sep 2008, Gregory Wawro wrote:
> Hello,
>
> I'm estimating an ordered logit model on a probability weighted survey 
> sample.
You could use svyolr() in the survey package.
> polr permits case weights with the "weights" option, but I cannot
> figure out from existing documentation what it actually does with these 
> weights.
They are frequency weights.
> I'm concerned about this because I get somewhat different results 
> using Stata's ologit command with the pweights option
You should get the same point estimates, but different standard errors.
> and very different 
> results using proc logistic in SAS with its weight option.
Again, it should be the same point estimates but different standard 
errors.
>  So my basic 
> question is whether or not it is appropriate to use the weight option for 
> polr with my data.
No.

 	-thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

Hello,

I'm estimating an ordered logit model on a probability weighted survey 
sample.  polr permits case weights with the "weights" option, but I
cannot
figure out from existing documentation what it actually does with these 
weights.  I'm concerned about this because I get somewhat different 
results using Stata's ologit command with the pweights option and very 
different results using proc logistic in SAS with its weight option.  So 
my basic question is whether or not it is appropriate to use the weight 
option for polr with my data.

Best,
Greg


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Gregory Wawro               gjw10 at columbia.edu
Associate Professor         phone:  212-854-8540
Dept. of Political Science  fax:    212-222-0598
741 International Affairs   http://www.columbia.edu/~gjw10/
Columbia University
New York, NY 10027

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