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. (??)
Googling reveals that spss provides such functions... just to wave a red
flag.
I find
polr(MASS) Ordered Logistic or Probit Regression
MCMCoprobit(MCMCpack) Markov chain Monte Carlo for Ordered Probit
Regression
and in Jim Lindsey's gnlm there is
nordr Nonlinear Ordinal Regression
ordglm Generalized Linear Ordinal Regression
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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