[R] ordered probit or logit / recursive regression

Prof Brian Ripley ripley at stats.ox.ac.uk
Sat Jun 12 21:11:20 CEST 2004

On Sat, 12 Jun 2004, Thomas Lumley wrote:

> On Sat, 12 Jun 2004, Ajay Shah wrote:
> > R is very fancy. You won't get mundane things like ordered probit off
> > the shelf. 

But you do (and if you have tried to write them you will discover they are
not `mundane' to get right).  Two people have already answered for the
ordered logit, and if you look in the list archives you will find (well,
you should find) a modification of polr to popr (which will appear in the
next release of the VR bundle).

> (I will be very happy if someone will show how to use glm()
> > to do a vanilla probit!)

Quoth Thomas Lumley:

> glm(y~x+z, family=binomial(probit))
> Be happy,

Be even happier that ordered probit also is available.

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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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