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
[EMAIL PROTECTED] University of Washington, Seattle
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