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Regression and Ordered Categorical Variables

Anderson, J. A.·1984·Journal of the Royal Statistical Society Series B: Statistical Methodology

Abstract

SUMMARY A general approach to regression modelling for ordered categorical response variables, y, is given, which is equally applicable to ordered and unordered y. The regressor variables xT = (x 1 ,…,xp) may be continuous or categorical. The method is based on the logistic family which contains a hierarchy of regression models, ranging from ordered to unordered models. Ordered properties of the former, the stereotype model, are established. The choice between models is made empirically on the basis of model fit. This is particularly important for assessed, ordered categorical response variables, where it is not obvious a priori whether or not the ordering is relevant to the regression relationship. Model simplification is investigated in terms of whether or not the response categories are distinguishable with respect to x. The models are fitted iteratively using the method of maximum likelihood. Examples are given.

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Crossref · 10.1111/j.2517-6161.1984.tb01270.x

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  • The OSM estimates the underlying scale by computing the expected probabilities of the categories based on potential covariates in the data.

    “Thus, the OSMs estimate the underlying scale by computing the expected probabilities of the categories based on potential covariates in the data.”
  • Categories with overlapping standard deviation intervals are merged into the same category in the OSM.

    “Furthermore, categories with overlapping standard deviation intervals are merged into the same category.”
  • The OSM estimates the distance between different categories based on the actual data instead of assuming that all categories are equidistant.

    “The ϕk′s are interpreted as scores and help estimate the distance between different categories based on the actual data (ratings in our case) instead of assuming that all categories are equidistant.”
  • The ordered stereotype model estimates the true spacing between points on the ordinal scale based on the data, resulting in a continuous transformed scale suitable for a linear model.

    “The OSM estimates the true spacing between the points on the ordinal scale based on the data, thereby resulting in a transformed scale that is continuous and thus suitable for a linear model.”

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Research works printed but not linked: 28

  1. Anderson, 1972, Separate sample logistic discrimination, Biometrika, 59, 19, 10.1093/biomet/59.1.19 · DOI
  2. Anderson, 1982, Regression modelling for ordered categorical variables
  3. Anderson, 1983, Robust inference using logistic models, Bull. Int. Statist. Inst., 48, 35
  4. Anderson, 1983, Logistic regression methods in risk assessment
  5. Anderson, 1982, Penalized maximum likelihood estimation in logistic regression and discrimination, Biometrika, 69, 123, 10.1093/biomet/69.1.123 · DOI
  6. Anderson, 1981, Regression, discrimination and measurement models for ordered categorical variables, Appl. Statist., 30, 22, 10.2307/2346654 · DOI
  7. Andrich, 1979, A model for contingency tables having an ordered response classification, Biometrics, 35, 403, 10.2307/2530343 · DOI
  8. Ashford, 1959, An approach to the analysis of data for semi-quantal responses in biological assay, Biometrics, 15, 573, 10.2307/2527655 · DOI
  9. Atkinson, 1970, A method for discriminating between models (with discussion), J. R. Statist. Soc. B, 32, 323, 10.1111/j.2517-6161.1970.tb00845.x · DOI
  10. Barlow, 1972, Statistical Inference Under Order Restrictions.
  11. Chung, 1968, A Course in Probability Theory.
  12. Cox, 1970, The Analysis of Binary Data.
  13. Doran, 1975, Manipulation in treatment of low back pain: A multicentre trial, Brit. Med. J., 1, 161, 10.1136/bmj.2.5964.161 · DOI
  14. Farewell, 1982, A note on regression analysis of ordinal data with variability of classification, Biometrika, 69, 533, 10.1093/biomet/69.3.533 · DOI
  15. Fienberg, 1980, The Analysis of Cross-Classified Data
  16. Fienberg, 1982, Using information on ordering for log-linear model analysis of multi-dimensional contingency tables
  17. Gill, 1972, Quasi-Newton methods for unconstrained optimization, J. Inst. Math. & Applic., 9, 91, 10.1093/imamat/9.1.91 · DOI
  18. Goodman, 1981, Association models and canonical correlation in the analysis of cross-classified data having ordered categories, J. Amer. Statist. Assoc., 76, 320
  19. Green, 1983, Iteratively reweighted least squares for maximum likelihood estimation and some robust and resistant alternatives
  20. Haberman, 1981, Tests for independence in two-way contingency tables based on canonical correlation and on linear-by-linear interaction, Ann. Statist., 9, 1178, 10.1214/aos/1176345635 · DOI
  21. Hinkley, 1970, Inference about the change-point in a sequence of random variables, Biometrika, 57, 1, 10.1093/biomet/57.1.1 · DOI
  22. Koziol, 1978, Combining independent chi-squared tests, J. Amer. Statist. Assoc., 73, 753, 10.1080/01621459.1978.10480095 · DOI
  23. McCullagh, 1980, Regression models for ordinal data (with discussion), J. R. Statist. Soc. B, 42, 109, 10.1111/j.2517-6161.1980.tb01109.x · DOI · Paper page
  24. Maxwell, 1961, Analysing Qualitative Data.
  25. Plackett, 1981, The Analysis of Categorical Data
  26. Prentice, 1979, Logistic disease incidence models and case-control studies, Biometrika, 66, 403, 10.1093/biomet/66.3.403 · DOI
  27. Rao, 1973, Linear Statistical Inference and its Applications, 10.1002/9780470316436 · DOI
  28. Thompson, 1981, Composite link functions in generalized linear models, Appl. Statist., 30, 125, 10.2307/2346381 · DOI

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Metadata

Authors
Anderson, J. A.
Affiliations
Newcastle University (GB)
Corresponding author
Anderson, J. A.
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Published
1984-09-01
Volume
46
Issue
1
Pages
1-22
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W306181100
Cited by
574
References
0
Citations by year
2026: 14 · 2025: 13 · 2024: 13 · 2023: 19 · 2022: 21 · 2021: 25 · 2020: 16 · 2019: 25 · 2018: 18 · 2017: 22 · 2016: 24 · 2015: 36 · 2014: 29 · 2013: 18 · 2012: 22
FWCI
7.70
Type
journal article
Language
en
Open access
closed
Locations
Journal of the Royal Statistical Society Series B (Statistical Methodology) (publishedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords
ordinal regression, model selection, model reduction, maximum likelihood estimation

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