[R] ordered probit or logit / recursive regression

Marwan Khawaja marwan.khawaja at aub.edu.lb
Mon Jun 14 15:49:37 CEST 2004


> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Ajay Shah
> Sent: Sunday, June 13, 2004 2:25 AM
> To: Prof Brian Ripley
> Cc: VUILLEUMIER Mathieu; r-help at stat.math.ethz.ch
> Subject: Re: [R] ordered probit or logit / recursive regression
>
>
> I was trying to be funny and say that "R is so cool; you don't have a
> vanilla ordered probit, but you have markov chain monte carlo
> inference for an ordered probit". Now _that_ is very fancy (atleast,
> in my book). I've lusted after markov chain monte carlo many times,
> but never quite done it. Is there a child's guide to MCMC on the net
> that I can consume?
>

Check out Gillian Raab's notes (http://www.maths.napier.ac.uk/staff/graab.htm).
The WinBugs wibsite http://www.mrc-bsu.cam.ac.uk/bugs might also be useful --
examples, manuals and source materials.

Best, Marwan

-------------------------------------------------------------------
Marwan Khawaja         http://staff.aub.edu.lb/~mk36/
-------------------------------------------------------------------



> > > (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.
>
> :-) Thanks! (I haven't seen popr yet).
>
> --
> Ajay Shah                                                   Consultant
> ajayshah at mayin.org                      Department of Economic Affairs
> http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi
>
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