[R] Weights for polr

[Gregory Wawro]

Thanks for directing my attention to the survey package and svyolr().

Best,
Greg

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Gregory Wawro               gjw10 at columbia.edu
Associate Professor         phone:  212-854-8540
Dept. of Political Science  fax:    212-222-0598
741 International Affairs   http://www.columbia.edu/~gjw10/
Columbia University
New York, NY 10027

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On Mon, 22 Sep 2008, Thomas Lumley wrote:

> On Mon, 22 Sep 2008, Gregory Wawro wrote:
>
>> Hello,
>> 
>> I'm estimating an ordered logit model on a probability weighted survey 
>> sample.
>
> You could use svyolr() in the survey package.
>
>> polr permits case weights with the "weights" option, but I cannot figure 
>> out from existing documentation what it actually does with these weights.
>
> They are frequency weights.
>
>> I'm concerned about this because I get somewhat different results using 
>> Stata's ologit command with the pweights option
>
> You should get the same point estimates, but different standard errors.
>
>> and very different results using proc logistic in SAS with its weight 
>> option.
>
> Again, it should be the same point estimates but different standard errors.
>
>>  So my basic question is whether or not it is appropriate to use the weight 
>> option for polr with my data.
>
> No.
>
> 	-thomas
>
> Thomas Lumley			Assoc. Professor, Biostatistics
> tlumley at u.washington.edu	University of Washington, Seattle
>