[R] MCMC for sampling from ordinal logistic regression

[reezwan you]

Your example uses ordinal probit model. I am actually looking for ordinal logit model.

reez

--- On Thu, 10/23/08, Dieter Menne <dieter.menne at menne-biomed.de> wrote:

> From: Dieter Menne <dieter.menne at menne-biomed.de>
> Subject: Re: [R] MCMC for sampling from ordinal logistic regression
> To: r-help at stat.math.ethz.ch
> Date: Thursday, October 23, 2008, 11:36 AM
> 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
> 
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