Hello, First time poster here so let me know if you need any more information. I am trying to run an ordered probit with maximum likelihood model in R with a very simple model (model <- econ3 ~ partyid). Everything looks ok until i try to run the optim() command and that's when I get " Error in rep(1, nrow(x)) : invalid 'times' argument". I had to adapt the code from a 4 category likelihood and I have a suspicion that the problem is in there. The data set consists of two variables with 558 observations. Econ3 is a 1-3 rating and partyid is a range from -3(Strong Democrat) to 3 (Strong Republican). Here is the code I used:
setwd("C:/Users/Terry/Desktop/Terry/School/Fall 2012/ML/HW") #Load Libraries library(MASS) library(tile) library(simcf) #Load Data econrate <- read.csv("hw4econ3.csv", header=TRUE, sep=",") attach(econrate) #Ordered Probit Liklihood llk.oprobit3 <- function(param, x, y) { os <- rep(1, nrow(x)) x <- cbind(os, x) b <- param[1:ncol(x)] t2 <- param[(ncol(x)+1)] xb <- x%*%b p1 <- log(pnorm(-xb)) if (t2<=0) p2 <- -(abs(t2)*10000) else p2 <- log(pnorm(t2-xb)-pnorm(-xb)) p3 <- log(1-pnorm(t2-xb)) -sum(cbind(y==1,y==2,y==3) * cbind(p1,p2,p3)) } #Define Data y <- econ3 x <- partyid model <- (econ3 ~ partyid) #Use optim directly ls.result <- lm(y~x) stval <- c(ls.result$coefficients, 1) oprobit.result <- optim(stval, llk.oprobit3, method="BFGS", x=x, y=y, hessian=T) ###Here is where it all breaks down pe <- oprobit.result$par vc <- solve(oprobit.result$hessian) se <- sqrt(diag(vc)) ll <- -oprobit.result$value Any help would be greatly appreciated. Thanks. -- View this message in context: http://r.789695.n4.nabble.com/Invalid-times-argument-three-category-ordered-probit-with-maximum-likelihood-tp4649341.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.