polr {MASS}R Documentation

Proportional Odds Logistic Regression

Description

Fits a proportional odd logistic regression model to an ordered factor response.

Usage

polr(formula, data, weights, start, ..., subset, na.action,
     contrasts = NULL, Hess = FALSE, model = TRUE)

Arguments

formula a formula expression as for regression models, of the form response ~ predictors. The response should be a factor (preferably an ordered factor), which will be interpreted as an ordinal response, with levels ordered as in the factor. A proportional odds model will be fitted. The model must have an intercept: attempts to remove one will lead to a warning and be ignored. An offset may be used. See the documentation of formula for other details.
data an optional data frame in which to interpret the variables occurring in formula.
weights optional case weights in fitting. Default to 1.
start initial values for the parameters.
... additional arguments to be passed to optim, most often a control argument.
subset expression saying which subset of the rows of the data should be used in the fit. All observations are included by default.
na.action a function to filter missing data.
contrasts a list of contrasts to be used for some or all of the factors appearing as variables in the model formula.
Hess logical for whether the Hessian (the observed information matrix) should be returned.
model logical for whether the model matrix should be returned.

Value

A object of class "polr".

coefficients the coefficients of the linear predictor.
zeta the intercepts for the class boundaries.
deviance the residual deviance.
fitted.values a matrix, with a column for each level of the response.
lev the names of the response levels.
terms the terms structure describing the model.
df.residual the number of residual degrees of freedoms, calculated using the weights.
edf the (effective) number of degrees of freedom used by the model
n the (effective) number of observations, calculated using the weights
call the matched call.
convergence the convergence code returned by optim.
niter the number of function and gradient evaluations used by optim.
Hessian (if Hess is true).
model (if model is true).

References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

optim, glm, multinom.

Examples

options(contrasts = c("contr.treatment", "contr.poly"))
house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data = housing)
house.plr
summary(house.plr)
predict(house.plr, housing, type = "p")
addterm(house.plr, ~.^2, test = "Chisq")
house.plr2 <- stepAIC(house.plr, ~.^2)
house.plr2$anova

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