
Stereotype Logit Regression Inference for Ordinal Responses
Source:R/inference_ordinal_stereotype_logit.R
InferenceOrdinalStereotypeLogitRegr.RdFits Anderson's (1984) stereotype logit model for ordinal responses (see
fast_stereotype_logit_cpp for the full reduced-rank
multinomial-softmax formula and reparameterization): a single linear
predictor \(\eta_i = \beta_T W_i + X_i^\top \gamma\) is scaled by a
category-specific score \(\phi_k \in [0,1]\) (jointly estimated,
monotone in \(k\)) in a softmax over all \(K\) categories, rather than
assuming a single proportional/parallel effect across cuts as
InferenceOrdinalContRatioRegr/
InferenceOrdinalKKCondAdjCatLogitRegr
do. This makes the stereotype model a genuinely more flexible
(multinomial-logit-like, reduced-rank) alternative to the standard
proportional-odds/adjacent-category/continuation-ratio ordinal families,
at the cost of a less directly interpretable treatment coefficient
(\(\beta_T\) enters multiplicatively through the \(\phi_k\) scores
rather than as a single additive log-odds-ratio). likelihood_tier =
"full": likelihood-ratio, score, gradient, and Wald tests are all
available when the model converges, plus parametric-likelihood-bootstrap
calibration of the likelihood-ratio test.
Bayesian-bootstrap inference is temporarily unavailable because the current
non-uniform weighted hook fits a cumulative-logit surrogate rather than the
stereotype likelihood. It will remain disabled until the native weighted
stereotype-logit backend described in the package implementation plan lands.
References
Anderson, J. A. (1984). "Regression and Ordered Categorical Variables." Journal of the Royal Statistical Society, Series B, 46(1), 1-30, doi:10.1111/j.2517-6161.1984.tb01276.x , for the stereotype logit model.
See also
InferenceOrdinalContRatioRegr
for a proportional (non-reduced-rank) ordinal alternative. See also:
Ordinal
regression (Wikipedia).
Super class
Inference -> InferenceOrdinalStereotypeLogitRegr
Methods
Public methods
InferenceOrdinalStereotypeLogitRegr$set_custom_randomization_statistic_function()InferenceOrdinalStereotypeLogitRegr$set_custom_randomization_statistic_cpp()InferenceOrdinalStereotypeLogitRegr$approximate_randomization_distribution_beta_hat_T()InferenceOrdinalStereotypeLogitRegr$supports_rand_pval_for_incidence()InferenceOrdinalStereotypeLogitRegr$compute_rand_two_sided_pval()
+ inherited public methods from Inference
Inference$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()