Martin Spindler
2010-Jun-28 14:58 UTC
[R] linear predicted values of the index function in an ordered probit model
Hello, currently I am estimating an ordered probit model with the function polr (MASS package). Is there a simple way to obtain values for the prediction of the index function ($X*\hat{\beta}$)? (E..g. in the GLM function there is the linear.prediction value for this purpose). If not, is there another function / package where this feature is implemented? Thank you very much for your answer in advance! Best, Martin [[alternative HTML version deleted]]
David Winsemius
2010-Jun-29 12:43 UTC
[R] linear predicted values of the index function in an ordered probit model
On Jun 28, 2010, at 10:58 AM, Martin Spindler wrote:> Hello, > > > > currently I am estimating an ordered probit model with the function > polr > (MASS package). > > Is there a simple way to obtain values for the prediction of the index > function ($X*\hat{\beta}$)? > > (E..g. in the GLM function there is the linear.prediction value for > this > purpose).Read the help page: "There are methods for the standard model-fitting functions, including predict, ...."> > > > If not, is there another function / package where this feature is > implemented?Even though polr has predict, you can also get a proportional odds model in the rms package (and I would not be surprised if a search turned up more options. -- David.> > > > Thank you very much for your answer in advance! > > > > Best, > > > > Martin > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius, MD West Hartford, CT