Average marginal effects (AMEs) in partial proportional odds model
How do I get average marginal effects (AMEs) for each category/threshold in a partial proportional odds model (PPOM)?
This is my first post in this forum. I hope that I have heeded the most essential recommendations for asking good questions.
This sample dataset consists of an ordinal outcome variable (Y1) and three independent variables (VAR1, VAR2, VAR3).
set.seed(3)
sampleData <- data.frame(id = 1:1000, Y1 = sample(c("1", "2", "3", "4"),
1000, replace=TRUE), Var1 = rnorm(1000, 40, 10),
Var2 = rnorm(1000, 60, 10), Var3 = rnorm(1000, 80, 5))
Assuming proportional odds assumption is violated, one could carry out a partial proportional odds model (PPOM) using package ordinal
to predict Y1 by the three independent variables (Var1, Var2, Var3).
library(ordinal)
PPOM <- clm(as.factor(Y1) ~ Var1 + Var2 + Var3,
nominal = ~ Var1 + Var2 + Var3, data = sampleData)
We get the following output with coefficients for each category:
summary(PPOM)
formula: as.factor(Y1) ~ Var1 + Var2 + Var3
nominal: ~Var1 + Var2 + Var3
data: sampleData
link threshold nobs logLik AIC niter max.grad cond.H
logit flexible 1000 -1381.17 2786.34 4(0) 2.82e-10 2.2e+07
Coefficients: (3 not defined because of singularities)
Estimate Std. Error z value Pr(>|z|)
Var1 NA NA NA NA
Var2 NA NA NA NA
Var3 NA NA NA NA
Threshold coefficients:
Estimate Std. Error z value
1|2.(Intercept) 0.4952642 1.2260010 0.404
2|3.(Intercept) 1.9790234 1.0724982 1.845
3|4.(Intercept) 2.0892425 1.2550636 1.665
1|2.Var1 0.0026194 0.0075920 0.345
2|3.Var1 -0.0077578 0.0065845 -1.178
3|4.Var1 -0.0064243 0.0075364 -0.852
1|2.Var2 -0.0001089 0.0074568 -0.015
2|3.Var2 -0.0082836 0.0063447 -1.306
3|4.Var2 -0.0073638 0.0071008 -1.037
1|2.Var3 -0.0219767 0.0140701 -1.562
2|3.Var3 -0.0157235 0.0121943 -1.289
3|4.Var3 -0.0047098 0.0141844 -0.332
I am interested in AMEs for each predictor for each category. By using margins
I get only AMEs for all of the thresholds together.
library(margins)
summary(margins(PPOM))
Output:
factor AME SE z p lower upper
Var1 0.0000 0.0000 1.1365 0.2557 -0.0000 0.0001
Var2 0.0000 0.0000 1.3056 0.1917 -0.0000 0.0001
Var3 0.0001 0.0001 0.9990 0.3178 -0.0001 0.0002
Does anyone know hot to calculate AMEs for each category?
Any help would be greatly appreciated!
r
add a comment |
How do I get average marginal effects (AMEs) for each category/threshold in a partial proportional odds model (PPOM)?
This is my first post in this forum. I hope that I have heeded the most essential recommendations for asking good questions.
This sample dataset consists of an ordinal outcome variable (Y1) and three independent variables (VAR1, VAR2, VAR3).
set.seed(3)
sampleData <- data.frame(id = 1:1000, Y1 = sample(c("1", "2", "3", "4"),
1000, replace=TRUE), Var1 = rnorm(1000, 40, 10),
Var2 = rnorm(1000, 60, 10), Var3 = rnorm(1000, 80, 5))
Assuming proportional odds assumption is violated, one could carry out a partial proportional odds model (PPOM) using package ordinal
to predict Y1 by the three independent variables (Var1, Var2, Var3).
library(ordinal)
PPOM <- clm(as.factor(Y1) ~ Var1 + Var2 + Var3,
nominal = ~ Var1 + Var2 + Var3, data = sampleData)
We get the following output with coefficients for each category:
summary(PPOM)
formula: as.factor(Y1) ~ Var1 + Var2 + Var3
nominal: ~Var1 + Var2 + Var3
data: sampleData
link threshold nobs logLik AIC niter max.grad cond.H
logit flexible 1000 -1381.17 2786.34 4(0) 2.82e-10 2.2e+07
Coefficients: (3 not defined because of singularities)
Estimate Std. Error z value Pr(>|z|)
Var1 NA NA NA NA
Var2 NA NA NA NA
Var3 NA NA NA NA
Threshold coefficients:
Estimate Std. Error z value
1|2.(Intercept) 0.4952642 1.2260010 0.404
2|3.(Intercept) 1.9790234 1.0724982 1.845
3|4.(Intercept) 2.0892425 1.2550636 1.665
1|2.Var1 0.0026194 0.0075920 0.345
2|3.Var1 -0.0077578 0.0065845 -1.178
3|4.Var1 -0.0064243 0.0075364 -0.852
1|2.Var2 -0.0001089 0.0074568 -0.015
2|3.Var2 -0.0082836 0.0063447 -1.306
3|4.Var2 -0.0073638 0.0071008 -1.037
1|2.Var3 -0.0219767 0.0140701 -1.562
2|3.Var3 -0.0157235 0.0121943 -1.289
3|4.Var3 -0.0047098 0.0141844 -0.332
I am interested in AMEs for each predictor for each category. By using margins
I get only AMEs for all of the thresholds together.
library(margins)
summary(margins(PPOM))
Output:
factor AME SE z p lower upper
Var1 0.0000 0.0000 1.1365 0.2557 -0.0000 0.0001
Var2 0.0000 0.0000 1.3056 0.1917 -0.0000 0.0001
Var3 0.0001 0.0001 0.9990 0.3178 -0.0001 0.0002
Does anyone know hot to calculate AMEs for each category?
Any help would be greatly appreciated!
r
I think you can use theat
argument for that? See cran.r-project.org/web/packages/margins/vignettes/…
– Daniel
Nov 23 '18 at 16:25
add a comment |
How do I get average marginal effects (AMEs) for each category/threshold in a partial proportional odds model (PPOM)?
This is my first post in this forum. I hope that I have heeded the most essential recommendations for asking good questions.
This sample dataset consists of an ordinal outcome variable (Y1) and three independent variables (VAR1, VAR2, VAR3).
set.seed(3)
sampleData <- data.frame(id = 1:1000, Y1 = sample(c("1", "2", "3", "4"),
1000, replace=TRUE), Var1 = rnorm(1000, 40, 10),
Var2 = rnorm(1000, 60, 10), Var3 = rnorm(1000, 80, 5))
Assuming proportional odds assumption is violated, one could carry out a partial proportional odds model (PPOM) using package ordinal
to predict Y1 by the three independent variables (Var1, Var2, Var3).
library(ordinal)
PPOM <- clm(as.factor(Y1) ~ Var1 + Var2 + Var3,
nominal = ~ Var1 + Var2 + Var3, data = sampleData)
We get the following output with coefficients for each category:
summary(PPOM)
formula: as.factor(Y1) ~ Var1 + Var2 + Var3
nominal: ~Var1 + Var2 + Var3
data: sampleData
link threshold nobs logLik AIC niter max.grad cond.H
logit flexible 1000 -1381.17 2786.34 4(0) 2.82e-10 2.2e+07
Coefficients: (3 not defined because of singularities)
Estimate Std. Error z value Pr(>|z|)
Var1 NA NA NA NA
Var2 NA NA NA NA
Var3 NA NA NA NA
Threshold coefficients:
Estimate Std. Error z value
1|2.(Intercept) 0.4952642 1.2260010 0.404
2|3.(Intercept) 1.9790234 1.0724982 1.845
3|4.(Intercept) 2.0892425 1.2550636 1.665
1|2.Var1 0.0026194 0.0075920 0.345
2|3.Var1 -0.0077578 0.0065845 -1.178
3|4.Var1 -0.0064243 0.0075364 -0.852
1|2.Var2 -0.0001089 0.0074568 -0.015
2|3.Var2 -0.0082836 0.0063447 -1.306
3|4.Var2 -0.0073638 0.0071008 -1.037
1|2.Var3 -0.0219767 0.0140701 -1.562
2|3.Var3 -0.0157235 0.0121943 -1.289
3|4.Var3 -0.0047098 0.0141844 -0.332
I am interested in AMEs for each predictor for each category. By using margins
I get only AMEs for all of the thresholds together.
library(margins)
summary(margins(PPOM))
Output:
factor AME SE z p lower upper
Var1 0.0000 0.0000 1.1365 0.2557 -0.0000 0.0001
Var2 0.0000 0.0000 1.3056 0.1917 -0.0000 0.0001
Var3 0.0001 0.0001 0.9990 0.3178 -0.0001 0.0002
Does anyone know hot to calculate AMEs for each category?
Any help would be greatly appreciated!
r
How do I get average marginal effects (AMEs) for each category/threshold in a partial proportional odds model (PPOM)?
This is my first post in this forum. I hope that I have heeded the most essential recommendations for asking good questions.
This sample dataset consists of an ordinal outcome variable (Y1) and three independent variables (VAR1, VAR2, VAR3).
set.seed(3)
sampleData <- data.frame(id = 1:1000, Y1 = sample(c("1", "2", "3", "4"),
1000, replace=TRUE), Var1 = rnorm(1000, 40, 10),
Var2 = rnorm(1000, 60, 10), Var3 = rnorm(1000, 80, 5))
Assuming proportional odds assumption is violated, one could carry out a partial proportional odds model (PPOM) using package ordinal
to predict Y1 by the three independent variables (Var1, Var2, Var3).
library(ordinal)
PPOM <- clm(as.factor(Y1) ~ Var1 + Var2 + Var3,
nominal = ~ Var1 + Var2 + Var3, data = sampleData)
We get the following output with coefficients for each category:
summary(PPOM)
formula: as.factor(Y1) ~ Var1 + Var2 + Var3
nominal: ~Var1 + Var2 + Var3
data: sampleData
link threshold nobs logLik AIC niter max.grad cond.H
logit flexible 1000 -1381.17 2786.34 4(0) 2.82e-10 2.2e+07
Coefficients: (3 not defined because of singularities)
Estimate Std. Error z value Pr(>|z|)
Var1 NA NA NA NA
Var2 NA NA NA NA
Var3 NA NA NA NA
Threshold coefficients:
Estimate Std. Error z value
1|2.(Intercept) 0.4952642 1.2260010 0.404
2|3.(Intercept) 1.9790234 1.0724982 1.845
3|4.(Intercept) 2.0892425 1.2550636 1.665
1|2.Var1 0.0026194 0.0075920 0.345
2|3.Var1 -0.0077578 0.0065845 -1.178
3|4.Var1 -0.0064243 0.0075364 -0.852
1|2.Var2 -0.0001089 0.0074568 -0.015
2|3.Var2 -0.0082836 0.0063447 -1.306
3|4.Var2 -0.0073638 0.0071008 -1.037
1|2.Var3 -0.0219767 0.0140701 -1.562
2|3.Var3 -0.0157235 0.0121943 -1.289
3|4.Var3 -0.0047098 0.0141844 -0.332
I am interested in AMEs for each predictor for each category. By using margins
I get only AMEs for all of the thresholds together.
library(margins)
summary(margins(PPOM))
Output:
factor AME SE z p lower upper
Var1 0.0000 0.0000 1.1365 0.2557 -0.0000 0.0001
Var2 0.0000 0.0000 1.3056 0.1917 -0.0000 0.0001
Var3 0.0001 0.0001 0.9990 0.3178 -0.0001 0.0002
Does anyone know hot to calculate AMEs for each category?
Any help would be greatly appreciated!
r
r
asked Nov 13 '18 at 15:36
Ralf SchneiderRalf Schneider
111
111
I think you can use theat
argument for that? See cran.r-project.org/web/packages/margins/vignettes/…
– Daniel
Nov 23 '18 at 16:25
add a comment |
I think you can use theat
argument for that? See cran.r-project.org/web/packages/margins/vignettes/…
– Daniel
Nov 23 '18 at 16:25
I think you can use the
at
argument for that? See cran.r-project.org/web/packages/margins/vignettes/…– Daniel
Nov 23 '18 at 16:25
I think you can use the
at
argument for that? See cran.r-project.org/web/packages/margins/vignettes/…– Daniel
Nov 23 '18 at 16:25
add a comment |
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I think you can use the
at
argument for that? See cran.r-project.org/web/packages/margins/vignettes/…– Daniel
Nov 23 '18 at 16:25