了解有序逻辑回归中的错误

Question

I am using MASS::polr to run ordinal logistic regressions, but I am getting a lot of errors that I am hoping people can enlighten me about.

First if I run this the function fails to find starting values:

MASS::polr(as.ordered(cyl)~mpg+gear,mtcars)

So if I specify starting values, I get an error from optim stating 'non-finite value supplied by optim':

MASS::polr(as.ordered(cyl)~mpg+gear,mtcars,start=c(1,1,1,1))

After reading some R-help, and previous stack overflow questions about this, the response is usually that there is something wrong with the data ie the response variable has a category with relatively few values, but in this instance I don't see anything wrong with mtcars .

Any guidance on how to diagnose, and deal with issues in data that will impact MASS::polr would be appreciated.

Regards

Answer 1

Going on a scavenger hunt through ?polr , the starting values are to be specified "in the format c(coefficients, zeta) " . Looking lower, we see that zeta is "the intercepts for the class boundaries." . In the Details section, we can see that the zeta values must be ordered:

zeta_0 = -Inf < zeta_1 < ... < zeta_K = Inf

([sic], as that presumably should be a < Inf at the end.) So you need the second zeta value to be greater than the first. This works, for example:

MASS::polr(as.ordered(cyl) ~ mpg + gear, mtcars, start = c(1, 1, 1, 2))