Message-ID: <4AF81C9B.3080707@vanderbilt.edu>
Date: 2009-11-09T13:43:55Z
From: Frank E Harrell Jr
Subject: Models for Discrete Choice in R
In-Reply-To: <1257747734.15964.72.camel@PortableToshiba>
Emmanuel Charpentier wrote:
> Le dimanche 08 novembre 2009 ? 19:05 -0600, Frank E Harrell Jr a ?crit :
>> Emmanuel Charpentier wrote:
>>> Le dimanche 08 novembre 2009 ? 17:07 -0200, Iuri Gavronski a ?crit :
>>>> 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.
>> I'm not clear on what recoding or transformation is needed for an
>> ordinal dependent variable and ratio/interval independent variables, nor
>> why rms/Design would not be useful.
>
> I was thinking about transformations/recoding of the *independent*
> variables...
>
> Emmanuel Charpentier
I realize that; still unclear.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University