Regression Models for Ordinal Data
Implementation of cumulative link (mixed) models also known
as ordered regression models, proportional odds models, proportional
hazards models for grouped survival times and ordered logit/probit/...
models. Estimation is via maximum likelihood and mixed models are fitted
with the Laplace approximation and adaptive Gauss-Hermite quadrature.
Multiple random effect terms are allowed and they may be nested, crossed or
partially nested/crossed. Restrictions of symmetry and equidistance can be
imposed on the thresholds (cut-points/intercepts). Standard model
methods are available (summary, anova, drop-methods, step,
confint, predict etc.) in addition to profile methods and slice
methods for visualizing the likelihood function and checking
This file documents updates and changes in package ordinal since version
March 04 2010:
- First version of the package is created.
- removing class "clm.fit" from results of finalizeRho.
- moving offset computations from logLik and gradient funtions to
- Bug fixed in grad.lambda
- checks and warning messages added to profile.clm
- a warning is now given if the profile fits do not converge
- profile.clm has grown the argument 'stepWarn', which gives a
warning if the no. profile steps in each direction (up or down) is
less than stepWarn (default 8), which indicates that the profile is
- Bug in loglog-link for clmm fits fixed.
- Missing values are handled better in clm and clmm.
- clmm has grown an argument 'sdFixed' which assigns a fixed value of
the standard deviation of the random effects. Optimization is
performed with respect to the remaining parameters.
- profile.clmm, confint.profile.clmm and plot.profile.clmm are now
available. Profiling is restricted to the standard deviation
parameter of the random effects.
- control.clm and control.clmm now handles the control parameters.
- allowing the formulas to be constructed outside clm and clmm
(the formulas are evaluated in the parent frame before the variable
names are extracted)
- Better evaluation in case of non-standard formula usage allowing
e.g. clm(data$y ~ data$x).
- Better handling of ill-defined variance-covariance matrix of the
parameters in summary methods for clm and clmm objects.
- Standard Gauss-Hermite quadrature is now available via the nAGQ
argument to clmm.
- Core functions implemented in C for speed. This includes all link
functions, update of the conditional modes of the random effects,
adaptive Gauss-Hermite quadrature and standard, i.e. non-adaptive
Gauss-Hermite quadrature. Select R or C implementation via the
argument doFit to clmm.
- Bug in random effects estimates and their conditional modes
- Bug in predict when 'newdata' was supplied is now corrected.
- Better descriptions of random effect estimates and fitted values in
the clmm help page.
- Updated help page for predict.clm/clmm.
- Bug in predict.clm corrected for models with nominal effects and
newdata supplied (thanks to Simon Blomberg for the bug report).
- Better message from summary.clmm when Hess = FALSE
- endpoint thresholds are now closer to infinity. This is due to a bug
report from Ioannis Kosmidis (March 30, 2011); the model estimates
weren't right with very large scale effects. Tests are added to
- gradTol in clm.control now defaults to 1e-5 rather than 1e-4.
convTol is retained at 1e-4, so we are asking for closer convergence
than we require.
- getGnll no longer returns Inf if !all(pr > 0)
- link utility functions are moved from clm.R to linkUtils.R
- extensive testing for NaN-specials in C-code for the link functions
- details section added to clmm.control.Rd with comment about using
"central" gradients with the ucminf optimizer.
- examples updated in confint.Rd
- Changed evaluation of formula in clm to make clm more forgiving for
evaluation inside other functions.
- Updated evaluation of formula in clmm, cf. resent update of clm.
- Better evaluation of fitted probabilities. This should reduce the
occurance of the "sqrt(phi2) : NaNs produced" error message.
- Improved evaluation of control parameters in clmm using the new
- Better warning if intercept is attempted removed in clmm.
- Adding useMatrix argument to clmm.control
- Using getFitted in clm
- Implementing getFittedC in C and updating C code for fit.clmm.ssr
with better and faster evaluation of fitted values
- Introduction of links.h, links.c and get_fitted.c in /src
- Correcting formula interpretation in clm to allow for really long
- Better evaluation of control arguments in clmm (adjustment of
- Adding clmm.control.R to ./test
- Computing Newton step in clm with solve() rather than
.Call("La_dgesv", ...) to accomodate changes in R base.
- Using globalVariables() conditional on getRversion() >= '2.15.1'.
- Adding symmetric2 threshold function, which restricts the latent
mean in the reference group to zero. This means that the central
threshold (ylev even) is zero or that the two central thresholds
are equal apart from their sign (ylev uneven).
- Allowing zero weights in clm unless there are no observations with a
positive weight in one or more response categories.
- clm now computes Theta and alpha.mat tables of thresholds and
threshold-parameters if nominal effects are specified.
- anova.clm and anova.clmm now tests for illegal arguments 'test' and
'type' (wish from Ben Bolker and Jonathan Dushoff)
- introducing convergence code 3 in clm: Thresholds are not
increasing, which can happen with nominal effects.
- Allowing zero weights in clm even if an entire response category is
- Newton-Raphson fitting algorithm for CLMs has been redesigned:
clm.fit.env is now deprecated (and removed from the code base) and
all fitting of CLMs take place in a new version of clm.fit.NR
- Convergence assessment has been improved with a new set of
convergence codes and new message handling.
- clm.control has gained several arguments to accommodate this.
- in clm the new function conv.check assess convergence and compute
the variance-covariance matrix of the parameters. Thus vcov is
always part of a clm object.
- vcov.clm has been redesigned and can now compute the
variance-covariance matrix with Cholesky, SVD, EIGEN and QR methods
or just grap it from the clm object (default).
- nominal_test and scale_test functions added: they add all terms in a
model to nominal and scale formulae respectively and perform
likelihood ratio tests. These functions can be helpful in model
development and model/GOF testing, e.g. of non-proportional odds.
- Lazy-loading of data enabled.
- MASS moved from Depends to Imports.
- In clm man-page the 'value' list is ordered alphabetically as are
the elements in a clm object.
- clmm now computes the variance-covariance matrix with the Cholesky
- makeThresholds now take ylevels rather than y as argument.
- clm.control and clmm.control are moved to control.R
- drop.cols has gained argument drop.scale which controls whether
columns in the scale design matrix are droped if they are linearly
dependent of columns in the nominal design matrix. This was
previously implicitly TRUE but is now FALSE to allow fits of certain
- The list of control arguments are now storred as part of the clm
- weights, offset and S.offset can now be missing or NULL in clm.fit.
- predict.clm now allows type="eta".
- Exporting S3 print method for convergence.clm objects.
- Fixing an issue in the Hessian computation for boundary fits with
useMatrix=FALSE and a single scalar random-effects term.
- Allowing control parameters to be passed on to nlminb (when it is
used). A bug was fixed in getCtrlArgs and clmm.control now includes
- Adding test for no. random effects >= no. observations for each
- changing default optimizer from ucminf to nlminb
- adding grad.ctr4 to the list of gradient functions
- explicitly computing the number of objective function evaluations
rather than relying on the optimizer's count.
- wrapping calls to optimizers in try() to catch errors that occur
- adding test for non-finite parameter values in *.ssr objective
- adding list of control parameters to list of clmm output.
- refining test of no. random effects > no. observations.
- removing ucminf control settings from clmm.control when fitting with
- fixing bug with C version of NRalgv3 (conditional mode update):
Hessian (D) values are now initialized to 1 rather than 0.
- registrering global variables.
- removing use of ':::'.
- documenting list of control parameters in clmm objects.
- no longer importing numDeriv as we now use our own gradient and
- moving Matrix package from Depends to Imports
- Updating convergence checking in clm.fit and simple_clm to the clm
- Removing distinction between (non-S3/4) sclm, eclm and clm model
- Now having 'methods' in depends since this is needed to run
clmm. This was most likely only a problem when using Rscript where
the methods package is not loaded by default.
- Reimplementation of formula, model.frame and design matrix
processing motivated by a bug in model.matrix.clm and predict.clm
reported by Russell Lenth 2014-11-07 when implementing lsmeans support
- Fixing bug in convergence checking (conv.check) and added test to
- Improved the efficiency (i.e. speed) in the evaluation of standard
errors for predictions using predict.clm (based on feature request
by Thomas Jagger).
- Updating Citation information per CRAN request.
- Updating maintainer email address
- Fixing a couple of errors in CLM tutorial vignette
- Correcting description of threshold argument to clmm
- qgumbel did not respect it's lower.tail argument (thanks to John Fox for
- Test for no. random effects less than the no. observations now gives a warning
instead of an error and is now manageable via clmm.control.
- Fixed insufficient protect in get_fitted
- Registration of native routines (C-code)
- Reduce exec time for clmm examples
- change rBind -> rbind
- Added sign.location and sign.nominal to clm.control()
- Implemented type I, II and III type ANODE tables for clm fits
- Implemented flexible link functions for clm()s
- Added new article submitted to JSS as vignette and moved old vignettes to