# Ordered Probit and Logit Models in R

# Copyright 2013 by Ani Katchova

# install.packages("rms")
library(rms)

mydata<- read.csv("C:/Econometrics/Data/ordered_health.csv")
attach(mydata)

Y <- cbind(healthstatus1)
X <- cbind(age, logincome, numberdiseases)
Xvar <- c("age", "logincome", "numberdiseases")

# Descriptive statistics
summary(Y)
summary(X)
table(Y)

# Ordered logit model coefficients

ddist<- datadist(Xvar)
options(datadist='ddist')

ologit<- lrm(Y ~ X, data=mydata)

print(ologit)

# Ordered logit model odds ratio

# summary(ologit)

# Ordered logit predicted probabilities

# xmeans <- colMeans(X)
# newdata1 <- data.frame(t(xmeans))
fitted <- predict(ologit, newdata=mydata, type="fitted.ind")
colMeans(fitted)
> # Ordered Probit and Logit Models in R
> # Copyright 2013 by Ani Katchova
>
> # install.packages("rms")
> library(rms)
Loading required package: Hmisc
Loading required package: survival
Loading required package: splines
Hmisc library by Frank E Harrell Jr

Type library(help='Hmisc'), ?Overview, or ?Hmisc.Overview')

to see overall documentation.

NOTE:Hmisc no longer redefines [.factor to drop unused levels when

subsetting. To get the old behavior of Hmisc type dropUnusedLevels().

Attaching package: Hmisc

The following object(s) are masked from package:survival:

untangle.specials

The following object(s) are masked from package:base:

format.pval, round.POSIXt, trunc.POSIXt, units

Attaching package: rms

The following object(s) are masked from package:survival:

Surv

>
> mydata<- read.csv("C:/Econometrics/Data/ordered_health.csv")
> attach(mydata)
>
> Y <- cbind(healthstatus1)
> X <- cbind(age, logincome, numberdiseases)
> Xvar <- c("age", "logincome", "numberdiseases")
>
> # Descriptive statistics
> summary(Y)
healthstatus1
Min. :1.000
1st Qu.:2.000
Median :3.000
Mean :2.447
3rd Qu.:3.000
Max. :3.000
> summary(X)
age logincome numberdiseases
Min. : 0.02533 Min. : 0.000 Min. : 0.00
1st Qu.:11.34086 1st Qu.: 8.570 1st Qu.: 6.90
 Median :24.13210 Median : 8.976 Median :10.58
Mean :25.57613 Mean : 8.697 Mean :11.21
3rd Qu.:37.19781 3rd Qu.: 9.251 3rd Qu.:13.73
Max. :63.27515 Max. :10.283 Max. :58.60
> table(Y)
Y
1 2 3
523 2034 3017
>
> # Ordered logit model coefficients
> ddist<- datadist(Xvar)
> options(datadist='ddist')
>
> ologit<- lrm(Y ~ X, data=mydata)
> print(ologit)

Logistic Regression Model

lrm(formula = Y ~ X, data = mydata)

Model Likelihood Discrimination Rank Discrim.

Ratio Test Indexes Indexes
Obs 5574 LR chi2 740.39 R2 0.148 C 0.675
1 523 d.f. 3 g 0.799 Dxy 0.350
2 2034 Pr(> chi2) <0.0001 gr 2.224 gamma 0.357
3 3017 gp 0.075 tau-a 0.198
max |deriv| 2e-11 Brier 0.077

Coef S.E. Wald Z Pr(>|Z|)

y>=2 1.3960 0.2061 6.77 <0.0001
y>=3 -0.9513 0.2054 -4.63 <0.0001
age -0.0293 0.0017 -17.43 <0.0001
logincome 0.2837 0.0231 12.27 <0.0001
numberdiseases -0.0550 0.0041 -13.51 <0.0001

>
> # Ordered logit model odds ratio
> # summary(ologit)
>
> # Ordered logit predicted probabilities
> # xmeans <- colMeans(X)
> # newdata1 <- data.frame(t(xmeans))
> fitted <- predict(ologit, newdata=mydata, type="fitted.ind")
> colMeans(fitted)
Y=1 Y=2 Y=3
0.09469033 0.36516716 0.54014250