Weights for polr

Hello,

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

polr permits case weights with the "weights" option, but I cannot 
figure out from existing documentation what it actually does with these 
weights.

I'm concerned about this because I get somewhat different results 
using Stata's ologit command with the pweights option

and very different 
results using proc logistic in SAS with its weight option.

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

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