[R] Strange parametrization in polr

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Jan 8 16:45:08 CET 2004

The problem is not in the book nor the code, but in Mr Carstensen not
looking up the actual reference given in ?polr.

There was a + in early printings of MASS3, and that difference is in the
on-line Errata.  But both the DESCRIPTION file and ?polr are explicitly to
the fourth edition.  As Thomas says, the minus seemed a more natural
parametrization and so we changed to it.

On Thu, 8 Jan 2004, Thomas Lumley wrote:

> On Thu, 8 Jan 2004, BXC (Bendix Carstensen) wrote:
> > In Venables \& Ripley 3rd edition (p. 231) the proportional odds model
> > is described as:
> >
> > logit(p<=k) = zeta_k + eta
> >
> > but polr apparently thinks there is a minus in front of eta,
> > as is apprent below.
> >
> > Is this a bug og a feature I have overlooked?
> If there is really a bug I would guess that it was in the book rather than
> the code. This is not an unusual parametrisation for this model.  It is
> the parametrisation that reduces to logistic regression for binary data,
> and makes the regression coefficients positive when the association is
> positive.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

More information about the R-help mailing list