[R] Models for Discrete Choice in R

Emmanuel Charpentier emm.charpentier at free.fr
Sun Nov 8 20:47:35 CET 2009


Le dimanche 08 novembre 2009 à 17:07 -0200, Iuri Gavronski a écrit :
> Hi,
> 
> I would like to fit Logit models for ordered data, such as those
> suggested by Greene (2003), p. 736.
> 
> Does anyone suggests any package in R for that?

look up the polr function in package MASS (and read the relevant pages
in V&R4 and some quoted references...) or the slightly more
sophisticated (larger range of models) lrm function in F. Harrell's
Design (now rms) packge (but be aware that Design is a huge beast witch
carries its own "computing universe", based on (strong) Harrell's view
of what a regression analysis should be : reading his book is, IMHO,
necessary to understand his choices and agree (or disgree) with them).

If you have a multilevel model (a. k. a. one "random effect" grouping),
the "repolr" packge aims at that, but I've been unable to use it
recently (numerical exceptions).

> By the way, my dependent variable is ordinal and my independent
> variables are ratio/intervalar.

Numeric ? Then maybe some recoding/transformation is in order ... in
which case Design/rms might or might not be useful.

HTH,

					Emmanuel Charpentier




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