[R] Weights for polr
tlumley at u.washington.edu
Tue Sep 23 01:18:51 CEST 2008
On Mon, 22 Sep 2008, Gregory Wawro wrote:
> I'm estimating an ordered logit model on a probability weighted survey
You could use svyolr() in the survey package.
> polr permits case weights with the "weights" option, but I cannot
> figure out from existing documentation what it actually does with these
They are frequency weights.
> I'm concerned about this because I get somewhat different results
> using Stata's ologit command with the pweights option
You should get the same point estimates, but different standard errors.
> and very different
> results using proc logistic in SAS with its weight option.
Again, it should be the same point estimates but different standard
> So my basic
> question is whether or not it is appropriate to use the weight option for
> polr with my data.
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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