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Espinosa, Javier; Hennig, Christian

A constrained regression model for an ordinal response with ordinal predictors. (English) Zbl 1430.62166

Stat. Comput. 29, No. 5, 869-890 (2019).
Summary: A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model [P. McCullagh, J. R. Stat. Soc., Ser. B 42, 109–142 (1980; Zbl 0483.62056)] is used for the ordinal response, and constrained maximum likelihood estimation is used to account for the ordinality of covariates. Ordinal predictors are coded by dummy variables. The parameters associated with the categories of the ordinal predictor(s) are constrained, enforcing them to be monotonic (isotonic or antitonic). A decision rule is introduced for classifying the ordinal predictors’ monotonicity directions, also providing information whether observations are compatible with both or no monotonicity direction. In addition, a monotonicity test for the parameters of any ordinal predictor is proposed. The monotonicity constrained model is proposed together with five estimation methods and compared to the unconstrained one based on simulations. The model is applied to real data explaining a 10-points Likert scale quality of life self-assessment variable by ordinal and other predictors.

MSC:

62J12 Generalized linear models (logistic models)
62H12 Estimation in multivariate analysis

Keywords:

monotonic regression; monotonicity direction; monotonicity test; constrained maximum likelihood estimation

Citations:

Zbl 0483.62056

Software:

maxLik; Gifi; Maxlik; VGAM; R; homals; MultiLCIRT
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\textit{J. Espinosa} and \textit{C. Hennig}, Stat. Comput. 29, No. 5, 869--890 (2019; Zbl 1430.62166)
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