1 Oct 2004 02:34
RE: [R] polr (MASS) and lrm (Design) differences in tests of statistical signifcance
John Fox <jfox <at> mcmaster.ca>
2004-10-01 00:34:53 GMT
2004-10-01 00:34:53 GMT
Dear Paul, I tried polr() and lrm() on a different problem and (except for the difference in signs for the cut-points/intercepts) got identical results for both coefficients and standard errors. There might be something ill-conditioned about your problem that produces the discrepancy -- I noticed, for example, that some of the upper categories of the response are very sparse. Perhaps the two functions use different forms of the information matrix. I expect that someone else will be able to supply more details. I believe that the t-statistics in the polr() output are actually Wald statistics. I hope this helps, John > -----Original Message----- > From: r-help-bounces <at> stat.math.ethz.ch > [mailto:r-help-bounces <at> stat.math.ethz.ch] On Behalf Of Paul Johnson > Sent: Thursday, September 30, 2004 4:41 PM > To: r help > Subject: [R] polr (MASS) and lrm (Design) differences in > tests of statistical signifcance > > Greetings: > > I'm running R-1.9.1 on Fedora Core 2 Linux. > > I tested a proportional odds logistic regression with MASS's(Continue reading)
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