Note that that the enhancements in my original post solve the unresolved problem of Chaehyung Ahn (22 Mar 2005) whose data I reproduce:
y,x,lx 0,3.2e-02,-1.49485 0,3.2e-02,-1.49485 0,1.0e-01,-1.00000 0,1.0e-01,-1.00000 0,3.2e-01,-0.49485 0,3.2e-01,-0.49485 1,1.0e+00,0.00000 0,1.0e+00,0.00000 1,3.2e+00,0.50515 1,3.2e+00,0.50515 0,1.0e+01,1.00000 1,1.0e+01,1.00000 1,3.2e+01,1.50515 2,3.2e+01,1.50515 2,1.0e+02,2.00000 1,1.0e+02,2.00000 2,3.2e+02,2.50515 1,3.2e+02,2.50515 2,1.0e+03,3.00000 2,1.0e+03,3.00000 Using the MASS version we get > ahn$y<-as.factor(ahn$y) > summary(polr(y~lx,data=ahn)) Re-fitting to get Hessian Error in optim(s0, fmin, gmin, method = "BFGS", hessian = Hess, ...) : initial value in 'vmmin' is not finite Whereas, > source('fixed-polr.R') > summary(polr(y~lx,data=ahn)) Re-fitting to get Hessian Call: polr(formula = y ~ lx, data = ahn) Coefficients: Value Std. Error t value lx 2.421 0.8146 2.971 Intercepts: Value Std. Error t value 0|1 0.5865 0.8118 0.7224 1|2 4.8966 1.7422 2.8106 Residual Deviance: 20.43286 AIC: 26.43286 -- View this message in context: http://r.789695.n4.nabble.com/bugs-and-misfeatures-in-polr-MASS-fixed-tp3024677p3030411.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.