Re: [R] Ordinal Independent Variables

2006-05-23 Thread Prof Brian Ripley
On Mon, 22 May 2006, Frank E Harrell Jr wrote:

 Rick Bilonick wrote:
 When I run lrm from the Design package, I get a warning about
 contrasts when I include an ordinal variable:

 Warning message:
 Variable ordfac is an ordered factor.
  You should set
 options(contrasts=c(contr.treatment,contr.treatment))
 or Design will not work properly. in: Design(eval(m, sys.parent()))

 I don't get this message if I use glm with family=binomial. It produces
 linear and quadratic contrasts.

 If it's improper to do this for an ordinal variable, why does glm not
 balk?

 Rick B.

 Standard regression methods don't make good use of ordinal predictors
 and just have to treat them as categorical.  Design is a bit picky about
 this.  If the predictor has numeric scores for the categories, you can
 get a test of adequacy of the scores (with k-2 d.f. for k categories) by
 using scored(predictor) in the formula.  Or just create a factor( )
 variable to hand to Design.

Contrasts in S/R are used to set the coding of factors, and model.matrix() 
does IMO 'make good use of ordinal predictors'.

I don't know what is meant by 'Standard regression methods': the 
charitable interpretation is that these are the overly restrictive methods 
used by certain statistical packages.  (I first learnt of the use of 
polynomial codings for ordinal factors in the late 1970s, when I first 
learnt anything about ANOVA, so to me they are 'standard'.)

So are you saying this is a design deficiency in package Design, or that 
the authors of S ca 1991 were wrong to allow arbitrary contrasts?

-- 
Brian D. Ripley,  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel:  +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax:  +44 1865 272595

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Re: [R] Ordinal Independent Variables

2006-05-23 Thread Frank E Harrell Jr
Prof Brian Ripley wrote:
 On Mon, 22 May 2006, Frank E Harrell Jr wrote:
 
 Rick Bilonick wrote:

 When I run lrm from the Design package, I get a warning about
 contrasts when I include an ordinal variable:

 Warning message:
 Variable ordfac is an ordered factor.
  You should set
 options(contrasts=c(contr.treatment,contr.treatment))
 or Design will not work properly. in: Design(eval(m, sys.parent()))

 I don't get this message if I use glm with family=binomial. It produces
 linear and quadratic contrasts.

 If it's improper to do this for an ordinal variable, why does glm not
 balk?

 Rick B.


 Standard regression methods don't make good use of ordinal predictors
 and just have to treat them as categorical.  Design is a bit picky about
 this.  If the predictor has numeric scores for the categories, you can
 get a test of adequacy of the scores (with k-2 d.f. for k categories) by
 using scored(predictor) in the formula.  Or just create a factor( )
 variable to hand to Design.
 
 
 Contrasts in S/R are used to set the coding of factors, and 
 model.matrix() does IMO 'make good use of ordinal predictors'.
 
 I don't know what is meant by 'Standard regression methods': the 
 charitable interpretation is that these are the overly restrictive 
 methods used by certain statistical packages.  (I first learnt of the 
 use of polynomial codings for ordinal factors in the late 1970s, when I 
 first learnt anything about ANOVA, so to me they are 'standard'.)
 
 So are you saying this is a design deficiency in package Design, or that 
 the authors of S ca 1991 were wrong to allow arbitrary contrasts?
 

Brian,

What I meant was that unlike the case of ordinal response varables where 
multiple intercepts in logistical models do not cost degrees of freedom 
because the ordering constraint is fully utilized, ordinal predictors 
require k-1 degrees of freedom for k levels using any standard contrast. 
   Special methods (e.g. pool adjacent violators to impose a 
monotonicity constraint) would have to be used to get a lot out of the 
ordinal nature of the predictor.

There's nothing wrong with allowing arbitrary contrasts; more progress 
has been made in statistics for ordinal responses than ordinal predictors.

Frank
-- 
Frank E Harrell Jr   Professor and Chair   School of Medicine
  Department of Biostatistics   Vanderbilt University

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[R] Ordinal Independent Variables

2006-05-22 Thread Rick Bilonick
When I run lrm from the Design package, I get a warning about
contrasts when I include an ordinal variable:

Warning message:
Variable ordfac is an ordered factor.
 You should set
options(contrasts=c(contr.treatment,contr.treatment))
or Design will not work properly. in: Design(eval(m, sys.parent()))

I don't get this message if I use glm with family=binomial. It produces
linear and quadratic contrasts.

If it's improper to do this for an ordinal variable, why does glm not
balk?

Rick B.

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Re: [R] Ordinal Independent Variables

2006-05-22 Thread Frank E Harrell Jr
Rick Bilonick wrote:
 When I run lrm from the Design package, I get a warning about
 contrasts when I include an ordinal variable:
 
 Warning message:
 Variable ordfac is an ordered factor.
  You should set
 options(contrasts=c(contr.treatment,contr.treatment))
 or Design will not work properly. in: Design(eval(m, sys.parent()))
 
 I don't get this message if I use glm with family=binomial. It produces
 linear and quadratic contrasts.
 
 If it's improper to do this for an ordinal variable, why does glm not
 balk?
 
 Rick B.

Standard regression methods don't make good use of ordinal predictors 
and just have to treat them as categorical.  Design is a bit picky about 
this.  If the predictor has numeric scores for the categories, you can 
get a test of adequacy of the scores (with k-2 d.f. for k categories) by 
using scored(predictor) in the formula.  Or just create a factor( ) 
variable to hand to Design.
-- 
Frank E Harrell Jr   Professor and Chair   School of Medicine
  Department of Biostatistics   Vanderbilt University

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