[R] Logit Regressions, Clustering etc

[Paul Sweeting]

Hi

Sorry to bother the list again, but no-one has so far been able to suggest
any help for the query below.  As an added incentive, I have been asked "why
don't you do this in Stata? It's just a case of adding a flag in the
regression..."

I'm loathe to start learning another stats package, so if anyone is able to
help...!

Thanks

Paul


>Hi

>I am carrying out some logit regressions and want to (a) make sure I'm
>taking the right approach and (b) work out how to carry out some additional
>analysis.  So, to carry out a logit regression where the dependent variable
>is a factor db, I use something like:

>res1_l <- glm(formula = db ~ y1 + 
 + y5, family = binomial(link =
"logit"))
>summary(res1_l)

>...which is, I hope correct.  I also need to carry out an ordered logit
>regression.  Is this as simple as:

>res1_l <- polr(formula = db ~ y1 + 
 + y5)
>summary(res1_l)

>..with db being a factor which has more levels than just "0" and "1"?

>Assuming it is, the part I am really struggling with is the calculation of
>robust standard errors to allow for clustering.  In an "ordinary"
>regression, I’ve used survreg, where the data has also been censored, e.g.:

>res1 <- survreg(formula = Surv(ip, db_Censor) ~ y1 + 
 y5 + cluster(db_ID),
>dist = "gaussian")
>summary(res1)

>This has the benefit of giving a nice clear display of the naïve standard
>error as well as the robust one - is there any way of getting similar
output
>for a logit and an ordered logit regression

>Thanks in advance for your help.

>______________________________________________
>R-help at r-project.org mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.