[R] ordered probit or logit / recursive regression

[Prof Brian Ripley]

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