Displaying 20 results from an estimated 5000 matches similar to: "Multiple Logit/Probit"
2004 Dec 03
3
multinomial probit
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
2004 Sep 22
2
ordered probit and cauchit
What is the current state of the R-art for ordered probit models, and
more
esoterically is there any available R strategy for ordered cauchit
models,
i.e. ordered multinomial alternatives with a cauchy link function. MCMC
is an option, obviously, but for a univariate latent variable model
this seems
to be overkill... standard mle methods should be preferable. (??)
Googling reveals that spss
2004 Mar 24
2
Ordered logit/probit
Hello everyone
I am trying to fit an ordered probit/logit model for bank rating
prediction.
Besides polr() in MASS package which is not written especially for this as
far as I know, do you know how else I can do this?
I already found the modified polr () version on the
Valentin STANESCU
Enrst and Young
Tel. 402 4000
----------------------------------------------------------
The information
2004 Jun 12
2
ordered probit or logit / recursive regression
> I make a study in health econometrics and have a categorical
> dependent variable (take value 1-5). I would like to fit an ordered
> probit or ordered logit but i didn't find a command or package who
> make that. Does anyone know if it's exists ?
R is very fancy. You won't get mundane things like ordered probit off
the shelf. (I will be very happy if someone will show
2000 Oct 24
2
multinominal probit & logit
Dear everybody!
Are there algorithms for multinominal logit/probit available for R? Is it my
fault that I cannot find these in CRAN? Has somebody programmed these?
with best wishes
Ott Toomet
Ott.Toomet at mail.ee
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r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info",
2004 Nov 11
1
polr probit versus stata oprobit
Dear All,
I have been struggling to understand why for the housing data in MASS
library R and stata give coef. estimates that are really different. I also
tried to come up with many many examples myself (see below, of course I
did not have the set.seed command included) and all of my
`random' examples seem to give verry similar output. For the housing data,
I have changed the data into numeric
2005 Nov 21
2
Multinomial Nested Logit package in R?
Dear R-Help,
I'm hoping to find a Multinomial Nested Logit package in R. It would
be great to find something analogous to "PROC MDC" in SAS:
> The MDC (Multinomial Discrete Choice) procedure analyzes models
> where the
> choice set consists of multiple alternatives. This procedure
> supports conditional logit,
> mixed logit, heteroscedastic extreme value,
2004 Jun 30
1
interval regression
Hi,
does anyone have a quick answer to the question of how to carry out
interval regression in R. I have found "ordered logit" and "ordered
probit" as well as multinomial logit etc. The thing is, though, that I
want to apply logit/probit to interval-coded data and I know the cell
limits which are used to turn the quantitative response into an ordered
factor. Hence, it does
2011 Feb 16
1
error in optim, within polr(): "initial value in 'vmmin' is not finite"
Hi all. I'm just starting to explore ordinal multinomial regression. My dataset is 300,000 rows, with an outcome (ordinal factor from 1 to 9) and five independent variables (all continuous). My first stab at it was this:
pomod <- polr(Npf ~ o_stddev + o_skewness + o_kurtosis + o_acl_1e + dispersal, rlc, Hess=TRUE)
And that worked; I got a good model fit. However, a variety of other
2018 Mar 19
4
Struggling to compute marginal effects !
Dear Oscar,
and any other R-project person,
Can you please help me to figure out the meaning of the following error
message in red ?
Error in eval(predvars, data, env) :
numeric 'envir' arg not of length one
I computed ordered logit models using 'polr' in R (I just followed the
guidance a handout I found on princeton.edu about logit, probit and
multinomial logit models) . The
2011 Aug 27
3
Ordered probit model -marginal effects and relative importance of each predictor-
Hi, I have a problem with the ordered probit model -polr function
(library MASS). My independent variables are countinuos.
I am not able to understand two main points:
a) how to calculate marginal effects
b) how to calculate the relative importance of each independent variables
If required i will attach my model output.
Thanks
Franco
2010 Jun 28
1
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
2006 Jan 11
1
Log-likelihood for Multinominal Probit Regression Model
I use mnp to run a multinominal probit regression model, but the summary
doesn't contain the model statistics, such as the log-likelihood and degree
of freedom, for the assessment of the goodness-of-fit of the fitted model.
Is there any way that I can generate these statistics for the fitted model
in R?
Many thanks in advance!
SC
2005 Jun 10
1
problem with polr ?
I want to fit a multinomial model with logit link.
For example let this matrix to be analyzed:
male female aborted factor
10 12 1 1.2
14 14 4 1.3
15 12 3 1.4
(this is an example, not the true data which are far more complex...)
I suppose the correct function to analyze these data is polr from MASS library.
The data have been
2005 Oct 12
2
linear mixed effect model with ordered logit/probit link?
Hello,
I'm working on the multiple categorical data (5-points scale) using linear
mixed effect model and wondering if anyone knows about or works on the
linear mixed effect model with ordered logit or probit link.
I found that the "lmer" function in R is very flexible and supports
various models, but not ordered logit/probit models. I may conduct my
analysis by turning my DVs
2018 Mar 20
0
Struggling to compute marginal effects !
In that case, I can't work out why the first model fails but not the
second. I would start looking at "Data" to see what it contains. if:
object2 <- polr(Inc ~ Training ,Data,Hess = T,method = "logistic" )
works, the problem may be with the "Adopt" variable.
Jim
On Tue, Mar 20, 2018 at 10:55 AM, Willy Byamungu
<wmulimbi at email.uark.edu> wrote:
>
2013 Jan 21
1
Ordered Probit/Logit with random coefficients
Hello,
I searched everywhere but I didn't find what I want, that is why I as the
question here. Threads discussing this issue on this mailing list are
already quite old. Does anybody know of a function in R which allows to
estimate ordered probit/logit model with random coefficients.
The only mixed effect model I found was clmm of the ordinal package but it
only provides random intercepts. I
2006 Aug 15
1
help: cannot allocate vector of length 828310236
Hi all,
I was trying a probit regression using polr() and got this message,
Error in model.matrix.default(Terms, m, contrasts) :
cannot allocate vector of length 828310236
The data is about 20M (a few days ago I asked a question about large file,
thank you for responses, then I use MS Access to select those columns I
would use).
R is 2.3.1, Windows XP, 512M Ram.
I am going to read
2008 Mar 15
1
again with polr
hello everybody
solved the problem with summary, now I have another one
eg I estimate
> try.op <- polr(
> as.ordered(sod.sit.ec.fam) ~
> log(y) +
> log(1 + nfiglimin) +
> log(1 + nfiglimagg) +
> log(ncomp - nfiglitot) +
> eta +
> I(eta^2) +
>
2007 Jun 04
2
How to obtain coefficient standard error from the result of polr?
Hi - I am using polr. I can get a result from polr fit by calling
result.plr <- polr(formula, data=mydata, method="probit");
However, from the 'result.plr', how can I access standard error of the estimated coefficients as well as the t statistics for each one of them?
What I would like to do ultimately is to see which coefficients are not significant and try to refit the