Your example uses ordinal probit model. I am actually looking for ordinal logit model.
reez --- On Thu, 10/23/08, Dieter Menne <[EMAIL PROTECTED]> wrote: > From: Dieter Menne <[EMAIL PROTECTED]> > Subject: Re: [R] MCMC for sampling from ordinal logistic regression > To: [EMAIL PROTECTED] > Date: Thursday, October 23, 2008, 11:36 AM > reezwan you <reez88 <at> yahoo.com> writes: > > > Is there a R-function that can generate samples from > the posterior > distribution of an ordered logistic regression model (just > like > MCMCoprobit from MCMCpack in R). > >> > > I am confused. What's missing in the output of > MCMCpack? > > library(MCMCpack) > x1 <- rnorm(100); x2 <- rnorm(100); > z <- 1.0 + x1*0.1 - x2*0.5 + rnorm(100); > y <- z; y[z < 0] <- 0; y[z >= 0 & z < > 1] <- 1; > y[z >= 1 & z < 1.5] <- 2; y[z >= 1.5] > <- 3; > out1 <- MCMCoprobit(y ~ x1 + x2, tune=0.3) > > str(out) > plot(out1) > > > Dieter > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, > reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.