
Cumulative Cloglog Inference for Ordinal Responses
Source:R/inference_ordinal_cloglog.R
InferenceOrdinalCloglogRegr.RdComplementary log-log cumulative-odds ordinal regression:
\(P(Y \le k \mid w, x) = 1 - \exp\{-\exp(\alpha_k - \beta_T w -
\beta_X^\top x)\}\), where \(\alpha_k\) are category-specific cutpoints and
\(\beta_T\) is the treatment coefficient on the cloglog scale. Fit by
maximum likelihood. The cloglog link is asymmetric (unlike logit/probit) and
is the natural ordinal generalization of a proportional-hazards/grouped
survival-time model, so it is preferred when the underlying process is
plausibly a discretized time-to-event or extreme-value mechanism.
likelihood_tier = "full": exposes likelihood-ratio, score, gradient,
and parametric-likelihood-bootstrap inference in addition to Wald/asymptotic
and Bayesian-bootstrap paths.
References
Agresti, A. (2010). Analysis of Ordinal Categorical Data (2nd ed.). Wiley. Ch. 3-4 (cumulative link models); McCullagh, P. (1980). "Regression Models for Ordinal Data." JRSS-B, 42(2), 109-142.
Super class
Inference -> InferenceOrdinalCloglogRegr
Methods
Public methods
+ inherited public methods from Inference
Inference$capabilities()Inference$compute_asymp_confidence_interval()Inference$compute_asymp_two_sided_pval()Inference$compute_estimate()Inference$compute_exact_confidence_interval()Inference$compute_exact_two_sided_pval_for_treatment_effect()Inference$duplicate()Inference$get_analysis_data()Inference$get_covariates()Inference$get_design_object()Inference$get_model_formula()Inference$get_nonestimable_reason()Inference$get_nonestimable_stage()Inference$get_optimization_alg()Inference$get_response()Inference$get_response_type()Inference$get_treatment()Inference$initialize()Inference$is_nonestimable()Inference$set_optimization_alg()Inference$set_seed()Inference$supports()