[R] ordered probit and cauchit

roger koenker roger at ysidro.econ.uiuc.edu
Wed Sep 22 04:42:54 CEST 2004

What is the current state of the R-art for ordered probit models, and 
esoterically is there any available R strategy for ordered cauchit 
i.e. ordered multinomial alternatives with a cauchy link function.  MCMC
is an option, obviously, but for a univariate latent variable model 
this seems
to be overkill... standard mle methods should be preferable.  (??)

Googling reveals that spss provides such functions... just to wave a red

> url:    www.econ.uiuc.edu/~roger                Roger Koenker
> email   rkoenker at uiuc.edu                       Department of Economics
> vox:    217-333-4558                            University of Illinois
> fax:    217-244-6678                            Champaign, IL 61820

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