[R] a question on statistics (rather than R-specific)
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Fri Jun 21 17:49:46 CEST 2002
On Fri, 21 Jun 2002, Boryeu Mao wrote:
> Thanks for the reply. Since the 3 categories are ordinal (the data are
> grouped into the categories from continuous variable), what would be the
> appropriate function for 2-category ordered data? (though I will try
> multinom() on the data.)
Is it two or three categories? A multinomial model is always appropriate,
but a POLR model makes a strong proportionality assumption which may or
may not be appropriate.
As I said, there is a worked example in MASS (the book), including
examining the POLR assumption.
> -----Original Message-----
> From: Prof Brian D Ripley [mailto:ripley at stats.ox.ac.uk]
> Sent: Thursday, June 20, 2002 11:37 PM
> To: Boryeu Mao
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] a question on statistics (rather than R-specific)
> On Thu, 20 Jun 2002, Boryeu Mao wrote:
> > I have used plor() to model a rather large 3-category dataset (~1500 data
> > points, ~15 independent variables); from the resulting model (with a
> > deviance slightly below the residual degrees of freedom), the training
> > are placed in only the two extreme categories. Though the result appears
> > indicate that there's only a relative 'narrow' bin for the medium group,
> > [and when the dataset is re-organized into 2 categories, glm(family =
> > binomial(link = logit) ...) gives a model with a deviance reduced by about
> > half from the 3-category polr() result], I am questioning if this (the
> > 'narrow-bin') interpretation is too simplistic (or entirely incorrect),
> > wondering about the meaning of the absence of (fitted) data points in the
> > medium group.
> > Thanks in advance for any hints/pointers!
> Probably the POLR model is inappropriate: try multinom for a fair
> comparison (you cannot compare likelihoods on grouped and ungrouped data).
> See the examples in MASS (the book) which is where polr() comes from.
> Brian D. Ripley, ripley at stats.ox.ac.uk
> 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 272860 (secr)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
Brian D. Ripley, ripley at stats.ox.ac.uk
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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