Hierarchical ordered logit or probit

Jeff writes:

How far off is bglmer and can it handle ordered logit or multinom logit?

My reply:

bglmer is very close. No ordered logit but I was just talking about it with Sophia today. My guess is that the easiest way to fit a hierarchical ordered logit or multinom logit will be to use stan. For right now I’d recommend using glmer/bglmer to fit the ordered logits in order (e.g., 1 vs. 2,3,4, then 2 vs. 3,4, then 3 vs. 4). Or maybe there’s already a hierarchical multinomial logit in mcmcpack or somewhere?

7 thoughts on “Hierarchical ordered logit or probit

  1. Jeff:

    Yes, stan.

    Seamus:

    blgmer() is a function that we will be including in the R package "arm" very soon.

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