Quotation Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2020. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. Journal of Statistical Software. 93 (4), 1-41.


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Abstract

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.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Statistical Software
Citation Index SCI
WU-Journal-Rating new FIN-A
Language English
Title mvord: An R Package for Fitting Multivariate Ordinal Regression Models
Volume 93
Number 4
Year 2020
Page from 1
Page to 41
Reviewed? Y
DOI http://dx.doi.org/10.18637/jss.v093.i04
Open Access Y
Open Access Link https://www.jstatsoft.org/article/view/v093i04

Associations

People
Hirk, Rainer (Details)
Hornik, Kurt (Details)
Vana Gür, Laura (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1105 Computer software (Details)
5701 Applied statistics (Details)
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