[R] ordered probit and cauchit
roger koenker
roger at ysidro.econ.uiuc.edu
Wed Sep 22 04:42:54 CEST 2004
What is the current state of the R-art for ordered probit models, and
more
esoterically is there any available R strategy for ordered cauchit
models,
i.e. ordered multinomial alternatives with a cauchy link function. MCMC
is an option, obviously, but for a univariate latent variable model
this seems
to be overkill... standard mle methods should be preferable. (??)
Googling reveals that spss provides such functions... just to wave a red
flag.
> url: www.econ.uiuc.edu/~roger Roger Koenker
> email rkoenker at uiuc.edu Department of Economics
> vox: 217-333-4558 University of Illinois
> fax: 217-244-6678 Champaign, IL 61820
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