polr {MASS}R Documentation

Ordered Logistic or Probit Regression


Fits a logistic or probit regression model to an ordered factor response. The default logistic case is proportional odds logistic regression, after which the function is named.


polr(formula, data, weights, start, ..., subset, na.action,
     contrasts = NULL, Hess = FALSE, model = TRUE,
     method = c("logistic", "probit", "cloglog", "cauchit"))


formula a formula expression as for regression models, of the form response ~ predictors. The response should be a factor (preferably an ordered factor), which will be interpreted as an ordinal response, with levels ordered as in the factor. A proportional odds model will be fitted. The model must have an intercept: attempts to remove one will lead to a warning and be ignored. An offset may be used. See the documentation of formula for other details.
data an optional data frame in which to interpret the variables occurring in formula.
weights optional case weights in fitting. Default to 1.
start initial values for the parameters.
... additional arguments to be passed to optim, most often a control argument.
subset expression saying which subset of the rows of the data should be used in the fit. All observations are included by default.
na.action a function to filter missing data.
contrasts a list of contrasts to be used for some or all of the factors appearing as variables in the model formula.
Hess logical for whether the Hessian (the observed information matrix) should be returned.
model logical for whether the model matrix should be returned.
method logistic or probit or complementary log-log or cauchit (corresponding to a Cauchy latent variable and only available in R >= 2.1.0).


This model is what Agresti (2002) calls a cumulative link model. The basic interpretation is as a coarsened version of a latent variable Y_i which has a logistic or normal or extreme-value or Cauchy distribution with scale parameter one and a linear model for the mean. The ordered factor which is observed is which bin Y_i falls into with breakpoints

zeta_0 = -Inf < zeta_1 < ... < zeta_K = Inf

This leads to the model

logit P(Y <= k | x) = zeta_k - eta

with logit replaced by probit for a normal latent variable, and eta being the linear predictor, a linear function of the explanatory variables. Note that it is quite common for other software to use the opposite sign for eta.

In the logistic case, the left-hand side of the last display is the log odds of category k or less, and since these are log odds which differ only by a constant for different k, the odds are proportional. Hence the term proportional odds logistic regression.

In the complementary log-log case, we have a proportional hazards model for grouped survival times.

There are methods for the standard model-fitting functions, including predict, summary, vcov, anova, model.frame and an extractAIC method for use with stepAIC. There are also profile and confint methods.


A object of class "polr". This has components

coefficients the coefficients of the linear predictor.
zeta the intercepts for the class boundaries.
deviance the residual deviance.
fitted.values a matrix, with a column for each level of the response.
lev the names of the response levels.
terms the terms structure describing the model.
df.residual the number of residual degrees of freedoms, calculated using the weights.
edf the (effective) number of degrees of freedom used by the model
n, nobs the (effective) number of observations, calculated using the weights. (nobs is for use by stepAIC.
call the matched call.
method the matched method used.
convergence the convergence code returned by optim.
niter the number of function and gradient evaluations used by optim.
Hessian (if Hess is true).
model (if model is true).


Agresti, A. (2002) Categorical Data. Second edition. Wiley.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

optim, glm, multinom.


options(contrasts = c("contr.treatment", "contr.poly"))
house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data = housing)
## slightly worse fit from
summary(update(house.plr, method = "probit"))
## although it is not really appropriate, can fit
summary(update(house.plr, method = "cloglog"))

predict(house.plr, housing, type = "p")
addterm(house.plr, ~.^2, test = "Chisq")
house.plr2 <- stepAIC(house.plr, ~.^2)
anova(house.plr, house.plr2)

house.plr <- update(house.plr, Hess=TRUE)
pr <- profile(house.plr)

[Package MASS version 7.2-23 Index]