[R] again with polr

From: Luca Braglia <lbraglia_at_gmail.com>
Date: Sat, 15 Mar 2008 10:29:04 +0100


hello everybody

solved the problem with summary, now I have another one

eg I estimate

> try.op <- polr(
> as.ordered(sod.sit.ec.fam) ~
> log(y) +
> log(1 + nfiglimin) +
> log(1 + nfiglimagg) +
> log(ncomp - nfiglitot) +

> eta +
> I(eta^2) +
> uomo +
> elem +
> laurea +
> saluteno +
> extra
> ,

> data = dfscale,
> method = "probit",
> Hess = T
> )

now I've putted Hess=T in order to perform a summary on the estimate. I missed this option last time

> try.op
> Call:
> polr(formula = as.ordered(sod.sit.ec.fam) ~ log(y) + log(1 +
> nfiglimin) + log(1 + nfiglimagg) + log(ncomp - nfiglitot) +
> eta + I(eta^2) + uomo + elem + laurea + saluteno + extra,
> data = dfscale, Hess = T, method = "probit")

> Coefficients:
> log(y) log(1 + nfiglimin)
> 0.76200482 -0.17791762
> log(1 + nfiglimagg) log(ncomp - nfiglitot)
> -0.33306775 -0.22487707
> eta I(eta^2)
> -0.03177126 0.00030204
> uomomaschio elem
> -0.02737021 0.05259243
> laurea saluteno
> 0.19143184 -0.23067414
> extra
> -0.27810954

> Intercepts:
> 0|1 1|2 2|3 3|4 4|5 5|6 6|7 7|8
> 5.22647 5.42504 5.76277 6.03395 6.31709 6.88459 7.27907 7.82273
> 8|9 9|10
> 8.50723 8.83105

> Residual Deviance: 16325.59
> AIC: 16367.59
> (58 observations deleted due to missingness)

unfortunately when I do

> summary(try.op)

I get

> summary(try.op)
> Errore in svd(X) : valori infiniti o mancanti in 'x'

... infinite or missing values.

If I exclude I(eta^2) from the estimation I can do summaries: but I need also I(eta^2) in order to compare this model with the same specification estimated with Ols

Can you please help me or give me an hint?

If it can be useful, i hereby put an estimation with stata's oprobit function (varnames are a little bit different)

> . oprobit lz2_1 ly lnfiglimin lnfiglimagg lnadulti eta eta2 uomo elem laurea saluteno extra

> Iteration 0: log likelihood = -7877.9258
> Iteration 1: log likelihood = -7633.4001
> Iteration 2: log likelihood = -7633.3455

> Ordered probit estimates Number of obs = 3747
> LR chi2(11) = 489.16
> Prob > chi2 = 0.0000
> Log likelihood = -7633.3455 Pseudo R2 = 0.0310

> ------------------------------------------------------------------------------
> lz2_1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> ly | .6998939 .0369605 18.94 0.000 .6274526 .7723351
> lnfiglimin | -.1177089 .0467595 -2.52 0.012 -.209356 -.0260619
> lnfiglimagg | -.3195756 .0475709 -6.72 0.000 -.4128128 -.2263383
> lnadulti | -.2644527 .0588268 -4.50 0.000 -.379751 -.1491544
> eta | -.0245736 .0048287 -5.09 0.000 -.0340376 -.0151096
> eta2 | .000236 .0000485 4.87 0.000 .0001409 .000331
> uomo | -.0226491 .03348 -0.68 0.499 -.0882686 .0429705
> elem | -.0072757 .0524754 -0.14 0.890 -.1101257 .0955743
> laurea | .119691 .0527058 2.27 0.023 .0163895 .2229925
> saluteno | -.1299579 .0724971 -1.79 0.073 -.2720495 .0121337
> extra | -.3077715 .0963483 -3.19 0.001 -.4966107 -.1189323
> -------------+----------------------------------------------------------------
> _cut1 | 4.403418 .3797857 (Ancillary parameters)
> _cut2 | 5.018157 .3793925
> _cut3 | 5.372828 .3796109
> _cut4 | 5.705886 .3800993
> _cut5 | 6.314861 .3814847
> _cut6 | 6.723659 .3826026
> _cut7 | 7.278588 .3842792
> _cut8 | 7.963981 .386254
> _cut9 | 8.288727 .3871242
> ------------------------------------------------------------------------------

> . log close
> log: z:/home/luca/stata_oprob.log
> log type: text
> closed on: 15 Mar 2008, 10:13:50
> --------------------------------------------------------------------------------------------------------

thank you

   Luca

-- 
             Luca Braglia, aka Bragliozzo
           http://bragliozzo.altervista.org

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Received on Sat 15 Mar 2008 - 09:32:33 GMT

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