[R] L1 penalization for proportional odds logistic regression

Dear community, I am currently attempting to perform a (L1) penalized ordinal logistic regression with proportional odds. For the moment I only found R packages allowing to perform forward or backward continuation ratio model with several penalizations. Does anyone have a clue of what R package I c

Re: [R] likelyhood maximization problem with polr

Hello, Thanks for your answer. I will try this function to see if it gives equivalent results that those obtained with polr()+dropterm() (in a case where polr() works). Many thanks -- View this message in context: http://r.789695.n4.nabble.com/likelyhood-maximization-problem-with-polr-tp2528818p

Re: [R] likelyhood maximization problem with polr

Thank you for your answer. I have already tried lrm and it's true that it works better than polr in such a case. Nevertheless lrm does not work with the addterm and dropterm functions (to my knowledge) and I need to use them. Maybe do you know alternate functions that would do the same job and tha

Re: [R] likelyhood maximization problem with polr

Ok, thanks a lot ! I tried to compute the inverse of the variance covariance matrix of the estimators with vcov, which gave me this error : >require(MASS) >data(iris) >model=polr(Species~Sepal.Length+Sepal.Width+Petal.Length+Petal.Width,iris,start = rep(1, 6),method= "logistic") >require(stats

Re: [R] likelyhood maximization problem with polr

Thanks a lot for your answer ! I had already tried to initialize the algorithm with a null vector by setting start=rep(0,6) or a random vector with start=runif(6), and I nearly found the same results as yours. But I am wondering if the solution obtained in this case wouldn't be too far from the b

[R] likelyhood maximization problem with polr

Dear community, I am currently trying to fit an ordinal logistic regression model with the polr function. I often get the same error message : "attempt to find suitable starting values failed", for example with : require(MASS) data(iris) polr(Species~Sepal.Length+Sepal.Width+Petal.Length+Peta

Re: [R] glm - prediction of a factor with several levels

"when the first level denotes failure and all others success" Yes, I saw this sentence in the glm help file, but I hadn't understood it this way... Anyway I checked this with a few examples and this is exactly what it does. Thanks a lot for your help !!! I can go back now to the polr function a

Re: [R] glm - prediction of a factor with several levels

Thanks a lot for your anwers. To Ben Bolker : I am trying to perform an ordinal logistic regression to predict an Y 3-class variable, having observed 3 continous predictors V1, V2, V3. With random data my code would be something like : # simulate 10 observations of 3 independant N(0,1) predict

[R] glm - prediction of a factor with several levels

Dear community, I'm currently attempting to predict the occurence of an event (factor) having more than 2 levels with several continuous predictors. The model being ordinal, I was waiting the glm function to return several intercepts, which is not the case when looking to my results (I only have o