Dear All,
Anyone know if there is a package that fits Generalized Linear Models(GAM)
to data with ordered dependent variable(response) ?
Simon Wood's mgcv has probit, logit,... other links, however, I could not
find a way to do GAM *ordered *probit. Yee's VGAM claims to fit ordinal
proportional odds model(cumulative logit model) (see:
http://www.stat.auckland.ac.nz/~yee/VGAM/) but I could not find how to do so
in the package's help.
Best,
Mehdi Shadmehr
PhD Candidate in Economics
UIUC
[[alternative HTML version deleted]]