A constrained regression model for an ordinal response with ordinal predictors

被引:0
|
作者
Javier Espinosa
Christian Hennig
机构
[1] USACH - Universidad de Santiago de Chile,Department of Economics
[2] University College London,Department of Statistical Sciences
[3] Universita di Bologna,Dipartimento di Scienze Statistiche “Paolo Fortunati”
[4] University College London,Department of Statistical Sciences
来源
Statistics and Computing | 2019年 / 29卷
关键词
Monotonic regression; Monotonicity direction; Monotonicity test; Constrained maximum likelihood estimation; 62H12; 62J05; 62-07;
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中图分类号
学科分类号
摘要
A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model (McCullagh in J R Stat Soc Ser B (Methodol) 109–142, 1980) is used for the ordinal response, and constrained maximum likelihood estimation is used to account for the ordinality of covariates. Ordinal predictors are coded by dummy variables. The parameters associated with the categories of the ordinal predictor(s) are constrained, enforcing them to be monotonic (isotonic or antitonic). A decision rule is introduced for classifying the ordinal predictors’ monotonicity directions, also providing information whether observations are compatible with both or no monotonicity direction. In addition, a monotonicity test for the parameters of any ordinal predictor is proposed. The monotonicity constrained model is proposed together with five estimation methods and compared to the unconstrained one based on simulations. The model is applied to real data explaining a 10-points Likert scale quality of life self-assessment variable by ordinal and other predictors.
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页码:869 / 890
页数:21
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