The Political Science Computational Laboratory at Stanford has R code for ordered probit (courtesy of Simon Jackman): http://pscl.stanford.edu/oprobit.
David Reinke -----Original Message----- From: David Firth [mailto:[EMAIL PROTECTED] Sent: Wednesday, September 22, 2004 02:04 To: roger koenker Cc: [EMAIL PROTECTED] Subject: Re: [R] ordered probit and cauchit On Wednesday, Sep 22, 2004, at 03:42 Europe/London, roger koenker wrote: > 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. (??) > A quick look at polr (in the MASS package) suggests to me that it wouldn't be all that hard to extend it to link functions other than logistic. Is MLE known to be well behaved in these models if the latent variable is Cauchy? David > Googling reveals that spss provides such functions... just to wave a > red > flag. > >> url: www.econ.uiuc.edu/~roger Roger Koenker >> email [EMAIL PROTECTED] Department of >> Economics >> vox: 217-333-4558 University of Illinois >> fax: 217-244-6678 Champaign, IL 61820 > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
