Fantastic - I new it would be straightforward if I could only find the function!
Many thanks Paul -----Original Message----- From: Frank E Harrell Jr [mailto:[EMAIL PROTECTED] Sent: 29 January 2008 20:30 To: Paul Sweeting Cc: r-help@r-project.org Subject: Re: [R] Logit Regressions, Clustering etc Paul Sweeting wrote: > Hi > > Sorry to bother the list again, but no-one has so far been able to suggest > any help for the query below. As an added incentive, I have been asked "why > don't you do this in Stata? It's just a case of adding a flag in the > regression..." > > I'm loathe to start learning another stats package, so if anyone is able to > help...! > > Thanks > > Paul library(Design) f <- lrm(Y ~ x1 + x2 + ..., x=TRUE, y=TRUE) g <- robcov(f, subjectID) anova(g) summary(g) etc. Frank > > >> Hi > >> I am carrying out some logit regressions and want to (a) make sure I'm >> taking the right approach and (b) work out how to carry out some additional >> analysis. So, to carry out a logit regression where the dependent variable >> is a factor db, I use something like: > >> res1_l <- glm(formula = db ~ y1 + + y5, family = binomial(link = > "logit")) >> summary(res1_l) > >> ...which is, I hope correct. I also need to carry out an ordered logit >> regression. Is this as simple as: > >> res1_l <- polr(formula = db ~ y1 + + y5) >> summary(res1_l) > >> ..with db being a factor which has more levels than just "0" and "1"? > >> Assuming it is, the part I am really struggling with is the calculation of >> robust standard errors to allow for clustering. In an "ordinary" >> regression, Ive used survreg, where the data has also been censored, e.g.: > >> res1 <- survreg(formula = Surv(ip, db_Censor) ~ y1 + y5 + cluster(db_ID), >> dist = "gaussian") >> summary(res1) > >> This has the benefit of giving a nice clear display of the naïve standard >> error as well as the robust one - is there any way of getting similar > output >> for a logit and an ordered logit regression > >> Thanks in advance for your help. > >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
