Manually Calculating Odds from POLR Model
Dear Tate, Your question pertains generally to the treatment of factors in model formulas and is not particular to polr(). For a brief explanation, see Section 11.1, "Defining statistical models; formulae," and in particular Section 11.1.1 on "Contrasts" in the manual An Introduction to R, which is distributed with R. More detailed explanations are in texts such as Venables and Ripley, Modern Applied Statistics With S, and my own, An R and S-PLUS Companion to Applied Regression. I hope this helps, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox --------------------------------
-----Original Message-----
From: Tate Avery [mailto:tate_sterling_avery at hotmail.com]
Sent: Monday, August 15, 2005 3:58 PM
To: jfox at mcmaster.ca
Cc: r-help at stat.math.ethz.ch
Subject: RE: [R] Manually Calculating Odds from POLR Model
John,
Thank you, the document was very helpful. I can now
calculate the same values generated by predict() when I am
using purely numeric input data.
Another small question arises when I look at the example
using 'housing' in the polr() documentation page:
Running the example produces the following coefficients...
Coefficients:
InflMedium InflHigh TypeApartment TypeAtrium
TypeTerrace
ContHigh
0.5663924 1.2888218 -0.5723552 -0.3661912
-1.0910195
0.3602834
Now, if I am trying to perform a prediction and the value for
INFL comes in as 'Medium' what is done? And, what is done for 'low'?
That seems to be the last missing piece in my understanding
of how to convert the model values into predictions.
Thank you,
Tate
From: "John Fox" <jfox at mcmaster.ca> To: "'Tate Avery'" <tate_sterling_avery at hotmail.com> CC: <r-help at stat.math.ethz.ch> Subject: RE: [R] Manually Calculating Odds from POLR Model Date: Fri, 12 Aug 2005 19:22:23 -0400 Dear Tate, If I understand correctly what you're asking, the formulas
are on p. 21
of the paper at <http://socserv.socsci.mcmaster.ca/jfox/Papers/logit-effect-d
isplays.pdf>.
But why do you want to do this when you can get the fitted probabilities from predict()? I hope this helps. John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox --------------------------------
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Tate Avery
Sent: Friday, August 12, 2005 2:50 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Manually Calculating Odds from POLR Model
Hello,
I am using polr(...) to generate a model. The summary shows the
coefficients and the intercepts.
For example:
coefficient for x1 = c1
coefficient for x2 = c2
intercept A|B = i1
intercept B|C = i2
I can then run predict(..., type="p") with the model and see the
odds for each factor.
For example:
A B C
1 0.3 0.5 0.2
2 0.4 0.1 0.5
What I really want to be able to do is take the 2
coefficients, the
2 intercepts, the x1 & x2 values and manually calculate the probabilities generated by predict(). I have been searching quite extensively for the underlying calculations that transform the polr output and the input
variables
into the final output odds. I have tried a number of
dead-end roads
so far. So, if anyone has any information on how to do this or
where I can
find out, I would be extremely grateful. Thank you for your time, Tate Avery
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