Displaying 20 results from an estimated 3000 matches similar to: "Ordered logit/probit"
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
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
2003 Feb 19
1
Multiple Logit/Probit
Does anybody know how to do multiple logit/probit analysis with R?
Thanks in advance!
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 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
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
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
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
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
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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Send "info",
2011 Mar 01
1
How to understand output from R's polr function (ordered logistic regression)?
I am new to R, ordered logistic regression, and polr.
The "Examples" section at the bottom of the help page for
polr<http://stat.ethz.ch/R-manual/R-patched/library/MASS/html/polr.html>(that
fits a logistic or probit regression model to an ordered factor
response) shows
options(contrasts = c("contr.treatment", "contr.poly"))
house.plr <- polr(Sat ~ Infl +
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
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
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) +
>
2008 Oct 28
1
help on package or code for simutaneous equation probit(logit) model
Dear List
I am trying to fit a simutaneous equation logit model. i.e., the
response variables of the structured equations are binomial, I am not
sure if systemfit can do this job. A google search doesn't yield too
much helpful information. Your knowledge on any other packages or
codes are appreciated.
Thanks
will
2013 Oct 18
1
No P.values in polr summary
Hi everyone,
If I compute a "Ordered Logistic or Probit Regression" with the polr
function from MASS package. the summary give me : coefficients, Standard
error and Tvalue.. but not directly the p.value.
I can compute "manualy" the Pvalue, but Is there a way to directly obtain
the pa.value, and I wonder why the p.valeu is not directly calculated, is
there a reason?
exemple
2006 Aug 17
1
Setting contrasts for polr() to get same result of SAS
Hi all,
I am trying to do a ordered probit regression using polr(), replicating a
result from SAS.
>polr(y ~ x, dat, method='probit')
suppose the model is y ~ x, where y is a factor with 3 levels and x is a
factor with 5 levels,
To get coefficients, SAS by default use the last level as reference, R by
default use the first level (correct me if I was wrong),
The result I got is a
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
2008 Aug 19
4
spatial probit/logit for prediction
Hello all,
I am wondering if there is a way to do a spatial error probit/logit model in R? I can't seem to find it in any of the packages. I can do it in MATLAB with Gibbs sampling, but would like to confirm the results. Ideally I would like to use this model to predict probability of parcel conversion in a future time period. This seems especially difficult in a binary outcome model
2010 Sep 27
1
Ordered logit with polr won't match SPSS output
I am learning R via a textbook that performs analysis with SPSS and SAS. In
trying to reproduce the results for an ordinal logit model, I get very
similar point estimates for my cut-off points, but the parameters for the
covariate q60 do not match. The estimate for q51 also matches. Is this
because I need to change a base case for the ordered covariate q60? Can this
be done in or is it always the