[R] How to understand output from R's polr function (ordered logistic regression)?

From: Dan Frankowski <dfrankow_at_gmail.com>
Date: Tue, 01 Mar 2011 15:25:04 -0600

I am new to R, ordered logistic regression, and polr.

The "Examples" section at the bottom of the help page for polr<http://stat.ethz.ch/R-manual/R-patched/library/MASS/html/polr.html>(that fits a logistic or probit regression model to an ordered factor response) shows

options(contrasts = c("contr.treatment", "contr.poly")) house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data = housing) pr <- profile(house.plr)


   What information does pr contain? The help page on profile<http://stat.ethz.ch/R-manual/R-patched/library/stats/html/profile.html>is generic, and gives no guidance for polr.


   What is plot(pr) showing? I see six graphs. Each has an X axis that is    numeric, although the label is an indicator variable (looks like an input    variable that is an indicator for an ordinal value). Then the Y axis is    "tau" which is completely unexplained.

   What is pairs(pr) showing? It looks like a plot for each pair of input    variables, but again I see no explanation of the X or Y axes.

   How can one understand if the model gave a good fit? summary(house.plr)shows Residual Deviance 3479.149 and AIC (Akaike Information Criterion?) of

   3495.149. Is that good? In the case those are only useful as relative    measures (i.e. to compare to another model fit), what is a good absolute    measure? Is the residual deviance approximately chi-squared distributed? Can    one use "% correctly predicted" on the original data or some    cross-validation? What is the easiest way to do that?

   How does one apply and interpret anova on this model? The docs say "There    are methods for the standard model-fitting functions, including predict,    summary, vcov, anova." However, running anova(house.plr) results in anova    is not implemented for a single "polr" object

   How does one interpret the t values for each coefficient? Unlike some    model fits, there are no P values here.

I realize this is a lot of questions, but it makes sense to me to ask as one bundle ("how do I use this thing?") rather than 7 different questions. Any information appreciated.

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