[R] MCMC for sampling from ordinal logistic regression

[Dieter Menne]

reezwan you <reez88 <at> yahoo.com> writes:

> Is there a R-function that can generate samples from the posterior 
distribution of an ordered logistic regression model (just like 
MCMCoprobit from MCMCpack in R). 
>>

I am confused. What's missing in the output of MCMCpack?

library(MCMCpack)
  x1 <- rnorm(100); x2 <- rnorm(100);
   z <- 1.0 + x1*0.1 - x2*0.5 + rnorm(100);
   y <- z; y[z < 0] <- 0; y[z >= 0 & z < 1] <- 1;
   y[z >= 1 & z < 1.5] <- 2; y[z >= 1.5] <- 3;
   out1 <- MCMCoprobit(y ~ x1 + x2, tune=0.3)

str(out)
plot(out1)


Dieter