Weights for polr
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