[R] Weights for polr

[Thomas Lumley]

On Mon, 22 Sep 2008, Gregory Wawro wrote:

> Hello,
>
> I'm estimating an ordered logit model on a probability weighted survey 
> sample.

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 
> weights.

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 
errors.

>  So my basic 
> question is whether or not it is appropriate to use the weight option for 
> polr with my data.

No.

 	-thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle