Displaying 20 results from an estimated 2000 matches similar to: "polr probit versus stata oprobit"
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) +
>
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
2004 Nov 11
0
ROracle SQL length limitation
Hi All,
This question was brought up some time ago but I never saw a reply so I'd like to bring it up again. When using ROracle package (version 0.5-5), I am unable to run any queries that are greater than 4000 characters in length. If I do, I get the following message:
Error in oraPrepareStatement(con, statement, bind=NULL) :
RS-DBI driver: (too long a statement -- it must has less than
2004 Jan 08
3
Strange parametrization in polr
In Venables \& Ripley 3rd edition (p. 231) the proportional odds model
is described as:
logit(p<=k) = zeta_k + eta
but polr apparently thinks there is a minus in front of eta,
as is apprent below.
Is this a bug og a feature I have overlooked?
Here is the naked code for reproduction, below the results.
------------------------------------------------------------------------
---
version
2008 Sep 30
2
weird behavior of drop1() for polr models (MASS)
I would like to do a SS type III analysis on a proportional odds logistic
regression model. I use drop1(), but dropterm() shows the same behaviour. It
works as expected for regular main effects models, however when the model
includes an interaction effect it seems to have problems with matching the
parameters to the predictor terms. An example:
library("MASS");
options(contrasts =
2003 May 05
3
polr in MASS
Hi, I am trying to test the proportional-odds model using the "polr" function in the MASS library with the dataset of "housing" contained in the MASS book ("Sat" (factor: low, medium, high) is the dependent variable, "Infl" (low, medium, high), "Type" (tower, apartment, atrium, terrace) and "Cont" (low, high) are the predictor variables
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 +
2008 Sep 27
1
retrieving weights from a polr object
Dear list members,
The polr() function in the MASS package takes an optional weights argument
for case weights. Is there any way to retrieve the case weights from the
fitted "polr" object? Examining both the object and the code, I don't see
how this can be done, but perhaps I've missed something.
Any help would be appreciated.
John
------------------------------
John Fox,
2007 Feb 19
3
summary polr
Hi all,
I have a problem to estimate Std. Error and t-value by ?polr? in library Mass.
They result from the summary of a polr object.
I can obtain them working in the R environment with the following statements:
temp <- polr(formula = formula1, data = data1)
coeff <- summary(temp),
but when the above statements are enclosed in a function, summary reports the following error:
2008 Jan 05
1
Likelihood ratio test for proportional odds logistic regression
Hi,
I want to do a global likelihood ratio test for the proportional odds
logistic regression model and am unsure how to go about it. I am using
the polr() function in library(MASS).
1. Is the p-value from the likelihood ratio test obtained by
anova(fit1,fit2), where fit1 is the polr model with only the intercept
and fit2 is the full polr model (refer to example below)? So in the
case of the
2009 Oct 31
2
Logistic and Linear Regression Libraries
Hi all,
I'm trying to discover the options available to me for logistic and linear
regression. I'm doing some tests on a dataset and want to see how different
flavours of the algorithms cope.
So far for logistic regression I've tried glm(MASS) and lrm (Design) and
found there is a big difference. Is there a list anywhere detailing the
options available which details the specific
2012 Apr 24
1
nobs.glm
Hi all,
The nobs method of (MASS:::polr class) takes into account of weight,
but nobs method of glm does not. I wonder what is the rationale of
such design behind nobs.glm. Thanks in advance. Best Regards.
> library(MASS)
> house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data = housing)
> house.logit <- glm(I(Sat=='High') ~ Infl + Type + Cont, binomial,weights
2009 May 04
0
Zelig, oprobit error
Hello,
I'm getting an error message when I use the ordered probit model
"oprobit" in the zelig function. Using the same form as in the help
file, we get an error message. It produces coefficients, but no
standard errors. See results below. Any hints?
Thanks!
>
> o.probit <- zelig(as.factor(checks.change) ~ Oda + Oil + sh_neg +
sh_pos + checks1,
2005 Apr 13
2
multinom and contrasts
Hi,
I found that using different contrasts (e.g.
contr.helmert vs. contr.treatment) will generate
different fitted probabilities from multinomial
logistic regression using multinom(); while the fitted
probabilities from binary logistic regression seem to
be the same. Why is that? and for multinomial logisitc
regression, what contrast should be used? I guess it's
helmert?
here is an example
2012 Nov 12
1
Invalid 'times' argument three-category ordered probit with maximum likelihood
Hello,
First time poster here so let me know if you need any more information. I am
trying to run an ordered probit with maximum likelihood model in R with a
very simple model (model <- econ3 ~ partyid). Everything looks ok until i
try to run the optim() command and that's when I get " Error in rep(1,
nrow(x)) : invalid 'times' argument". I had to adapt the code from a 4
2007 Feb 20
0
R: Re: summary polr
Hi all,
The problem is that when you try to use the function summary of a polr object in a function, it does not work.
The problem is not related to the formula or the structure of data involved.
It is probably related to the use of the function "vcov" in the code of summary for polr, and the iterative procedure to estimate the Hessian.
Anyway, here there is an example extracted from
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
2006 Aug 15
1
coefficients' order in polr()?
Hi all,
I am using polr(). The resulting coefficients of first levels are always 0.
What to do if I wnat to get the coefficients of the last level 0.
For example, suppose x has 3 levels, 1, 2, 3
probit <- plor(y ~ x, data1, method='probit')
will get coefficients of level 2, 3 of x, but I want coefficients of level
1, 2
Thank you,
Tian
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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 Apr 09
0
Endogenous variables in ordinal logistic (or probit) regression
A student brought this question to me and I can't find any articles or
examples that are directly on point.
Suppose there are 2 ordinal logistic regression models, and one wants
to set them into a simultaneous equation framework. Y1 might be a 4
category scale about how much the respondent likes the American Flag
and Y2 might be how much the respondent likes the Republican Party in
America.