VGAM (version 1.0-4)

sratio: Ordinal Regression with Stopping Ratios

Description

Fits a stopping ratio logit/probit/cloglog/cauchit/... regression model to an ordered (preferably) factor response.

Usage

sratio(link = "logit", parallel = FALSE, reverse = FALSE,
       zero = NULL, whitespace = FALSE)

Arguments

link

Link function applied to the \(M\) stopping ratio probabilities. See Links for more choices.

parallel

A logical, or formula specifying which terms have equal/unequal coefficients.

reverse

Logical. By default, the stopping ratios used are \(\eta_j = logit(P[Y=j|Y \geq j])\) for \(j=1,\dots,M\). If reverse is TRUE, then \(\eta_j = logit(P[Y=j+1|Y \leq j+1])\) will be used.

zero

Can be an integer-valued vector specifying which linear/additive predictors are modelled as intercepts only. The values must be from the set {1,2,…,\(M\)}. The default value means none are modelled as intercept-only terms.

whitespace

See CommonVGAMffArguments for information.

Value

An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, rrvglm and vgam.

Warning

No check is made to verify that the response is ordinal if the response is a matrix; see ordered.

Details

In this help file the response \(Y\) is assumed to be a factor with ordered values \(1,2,\dots,M+1\), so that \(M\) is the number of linear/additive predictors \(\eta_j\).

There are a number of definitions for the continuation ratio in the literature. To make life easier, in the VGAM package, we use continuation ratios (see cratio) and stopping ratios. Continuation ratios deal with quantities such as logit(P[Y>j|Y>=j]).

References

Agresti, A. (2013) Categorical Data Analysis, 3rd ed. Hoboken, NJ, USA: Wiley.

Simonoff, J. S. (2003) Analyzing Categorical Data, New York, USA: Springer-Verlag.

McCullagh, P. and Nelder, J. A. (1989) Generalized Linear Models, 2nd ed. London: Chapman & Hall.

Yee, T. W. (2010) The VGAM package for categorical data analysis. Journal of Statistical Software, 32, 1--34. http://www.jstatsoft.org/v32/i10/.

See Also

cratio, acat, cumulative, multinomial, margeff, pneumo, logit, probit, cloglog, cauchit.

Examples

# NOT RUN {
pneumo <- transform(pneumo, let = log(exposure.time))
(fit <- vglm(cbind(normal, mild, severe) ~ let,
            sratio(parallel = TRUE), data = pneumo))
coef(fit, matrix = TRUE)
constraints(fit)
predict(fit)
predict(fit, untransform = TRUE)
# }