[R] ordered probit and cauchit

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Thu Sep 23 14:15:47 CEST 2004

roger koenker wrote:

> What is the current state of the R-art for ordered probit models, and 
> more
> esoterically is there any available R strategy for ordered cauchit 
> models,
> 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
> flag.
I find
polr(MASS)                 Ordered Logistic or Probit Regression
MCMCoprobit(MCMCpack)      Markov chain Monte Carlo for Ordered Probit
and in Jim Lindsey's gnlm  there is
nordr           Nonlinear Ordinal Regression
ordglm          Generalized Linear Ordinal Regression



Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra

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