[R] again with polr

[Luca Braglia]

hello everybody

solved the problem with summary, now I have another one

eg I estimate

> try.op <- polr(
>                as.ordered(sod.sit.ec.fam) ~
>                log(y) +
>                log(1 + nfiglimin) +
>                log(1 + nfiglimagg) +
>                log(ncomp - nfiglitot) +

>                eta +
>                I(eta^2) +
>                uomo +
>                elem +
>                laurea +
>                saluteno +
>                extra
>                ,

>                data = dfscale,
>                method = "probit",
>                Hess = T
>                )


now I've putted Hess=T in order to perform a summary on the
estimate. I missed this option last time

> try.op
> Call:
> polr(formula = as.ordered(sod.sit.ec.fam) ~ log(y) + log(1 + 
>     nfiglimin) + log(1 + nfiglimagg) + log(ncomp - nfiglitot) + 
>     eta + I(eta^2) + uomo + elem + laurea + saluteno + extra, 
>     data = dfscale, Hess = T, method = "probit")

> Coefficients:
>                 log(y)     log(1 + nfiglimin) 
>             0.76200482            -0.17791762 
>    log(1 + nfiglimagg) log(ncomp - nfiglitot) 
>            -0.33306775            -0.22487707 
>                    eta               I(eta^2) 
>            -0.03177126             0.00030204 
>            uomomaschio                   elem 
>            -0.02737021             0.05259243 
>                 laurea               saluteno 
>             0.19143184            -0.23067414 
>                  extra 
>            -0.27810954 

> Intercepts:
>     0|1     1|2     2|3     3|4     4|5     5|6     6|7     7|8 
> 5.22647 5.42504 5.76277 6.03395 6.31709 6.88459 7.27907 7.82273 
>     8|9    9|10 
> 8.50723 8.83105 

> Residual Deviance: 16325.59 
> AIC: 16367.59 
> (58 observations deleted due to missingness)


unfortunately when I do 

> summary(try.op)

I get 

> summary(try.op)
> Errore in svd(X) : valori infiniti o mancanti in 'x'

... infinite  or missing values. 

If I exclude I(eta^2) from the estimation I can do summaries: but
I need also I(eta^2) in order to compare this model with the same
specification estimated with Ols

Can you please help me or give me an hint?

If it can be useful, i hereby put an estimation with stata's
oprobit function (varnames are a little bit different) 

> . oprobit lz2_1 ly lnfiglimin lnfiglimagg lnadulti eta eta2 uomo elem laurea saluteno extra

> Iteration 0:   log likelihood = -7877.9258
> Iteration 1:   log likelihood = -7633.4001
> Iteration 2:   log likelihood = -7633.3455

> Ordered probit estimates                          Number of obs   =       3747
>                                                   LR chi2(11)     =     489.16
>                                                   Prob > chi2     =     0.0000
> Log likelihood = -7633.3455                       Pseudo R2       =     0.0310

> ------------------------------------------------------------------------------
>        lz2_1 |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>           ly |   .6998939   .0369605    18.94   0.000     .6274526    .7723351
>   lnfiglimin |  -.1177089   .0467595    -2.52   0.012     -.209356   -.0260619
>  lnfiglimagg |  -.3195756   .0475709    -6.72   0.000    -.4128128   -.2263383
>     lnadulti |  -.2644527   .0588268    -4.50   0.000     -.379751   -.1491544
>          eta |  -.0245736   .0048287    -5.09   0.000    -.0340376   -.0151096
>         eta2 |    .000236   .0000485     4.87   0.000     .0001409     .000331
>         uomo |  -.0226491     .03348    -0.68   0.499    -.0882686    .0429705
>         elem |  -.0072757   .0524754    -0.14   0.890    -.1101257    .0955743
>       laurea |    .119691   .0527058     2.27   0.023     .0163895    .2229925
>     saluteno |  -.1299579   .0724971    -1.79   0.073    -.2720495    .0121337
>        extra |  -.3077715   .0963483    -3.19   0.001    -.4966107   -.1189323
> -------------+----------------------------------------------------------------
>        _cut1 |   4.403418   .3797857          (Ancillary parameters)
>        _cut2 |   5.018157   .3793925 
>        _cut3 |   5.372828   .3796109 
>        _cut4 |   5.705886   .3800993 
>        _cut5 |   6.314861   .3814847 
>        _cut6 |   6.723659   .3826026 
>        _cut7 |   7.278588   .3842792 
>        _cut8 |   7.963981    .386254 
>        _cut9 |   8.288727   .3871242 
> ------------------------------------------------------------------------------

> . log close
>        log:  z:/home/luca/stata_oprob.log
>   log type:  text
>  closed on:  15 Mar 2008, 10:13:50
> --------------------------------------------------------------------------------------------------------



thank you
   Luca

-- 
             Luca Braglia, aka Bragliozzo
           http://bragliozzo.altervista.org