[R] coef and vcoc for polr inconsistent??
BXC (Bendix Carstensen)
bxc at steno.dk
Sat Jun 5 21:51:14 CEST 2004
Is the following an inconsistency, programming glitch or a feature?
One would expect that vcov(obj) was the variance-covariance of
coef(obj),
but apparently this is not the case for polr objects:
> x <- rnorm( 100 )
> y <- rnorm( 100 )
> ff <- factor( sample( 1:4, 100, replace=T ) )
> pm <- polr( ff ~ x + y )
> coef( pm )
x y
0.21219010 0.03558506
> vcov( pm )
Re-fitting to get Hessian
x y 1|2 2|3 3|4
x 0.033462790 -0.002414745 -0.006183451 -0.004164503 -0.001585546
y -0.002414745 0.032953020 0.003821232 0.003645342 0.003756031
1|2 -0.006183451 0.003821232 0.060134608 0.029651508 0.018105699
2|3 -0.004164503 0.003645342 0.029651508 0.041604224 0.025465751
3|4 -0.001585546 0.003756031 0.018105699 0.025465751 0.051576286
But of course you CAN get wat you want:
> summary( pm )$coef
Re-fitting to get Hessian
Value Std. Error t value
x 0.21219010 0.1829284 1.1599628
y 0.03558506 0.1815297 0.1960289
1|2 -1.29481930 0.2452236 -5.2801580
2|3 -0.22054056 0.2039711 -1.0812342
3|4 0.98703785 0.2271041 4.3461907
> version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 1
minor 9.0
year 2004
month 04
day 12
language R
----------------------
Bendix Carstensen
Senior Statistician
Steno Diabetes Center
Niels Steensens Vej 2
DK-2820 Gentofte
Denmark
tel: +45 44 43 87 38
mob: +45 30 75 87 38
fax: +45 44 43 07 06
bxc at steno.dk
www.biostat.ku.dk/~bxc
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