mvord: An R Package for Fitting Multivariate Ordinal Regression Models
Dublin Core
Title
mvord: An R Package for Fitting Multivariate Ordinal Regression Models
Subject
composite likelihood estimation, correlated ordinal data, multivariate ordinal logit
regression model, multivariate ordinal probit regression model, R.
regression model, multivariate ordinal probit regression model, R.
Description
The R package mvord implements composite likelihood estimation in the class of multivariate ordinal regression models with a multivariate probit and a multivariate logit link.
A flexible modeling framework for multiple ordinal measurements on the same subject is
set up, which takes into consideration the dependence among the multiple observations
by employing different error structures. Heterogeneity in the error structure across the
subjects can be accounted for by the package, which allows for covariate dependent error
structures. In addition, different regression coefficients and threshold parameters for each
response are supported. If a reduction of the parameter space is desired, constraints on
the threshold as well as on the regression coefficients can be specified by the user. The
proposed multivariate framework is illustrated by means of a credit risk application.
A flexible modeling framework for multiple ordinal measurements on the same subject is
set up, which takes into consideration the dependence among the multiple observations
by employing different error structures. Heterogeneity in the error structure across the
subjects can be accounted for by the package, which allows for covariate dependent error
structures. In addition, different regression coefficients and threshold parameters for each
response are supported. If a reduction of the parameter space is desired, constraints on
the threshold as well as on the regression coefficients can be specified by the user. The
proposed multivariate framework is illustrated by means of a credit risk application.
Creator
Rainer Hirk
Source
https://www.jstatsoft.org/article/view/v093i04
Publisher
WU Wirtschaftsuniversität Wien
Date
April 2020
Contributor
Fajar bagus W
Format
PDF
Language
Inggris
Type
Text
Files
Collection
Citation
Rainer Hirk, “mvord: An R Package for Fitting Multivariate Ordinal Regression Models,” Repository Horizon University Indonesia, accessed April 4, 2025, https://repository.horizon.ac.id/items/show/8123.