R package for estimating probit with ordinal independent variables?

Question

I wish to estimate a regression model where the dependent variable is a dummy (coded 0/1) and I have five or six ordinal independent variables (that I will dummy out), plus a bunch of other stuff. Can anyone recommend a package that will do the dummying-out with a minimum of fuss or otherwise handle the ordinal RHS variables? thanks

Answer 1

You can do it all with the built-in glm function, plus appropriate use of factor around the variables in your formula that should be made into dummy variables.

Example:

R> y <- rbinom(100, 1, .5)
R> x1 <- sample(1:5, 100, replace = TRUE)
R> x2 <- sample(1:5, 100, replace = TRUE)
R> m1 <- glm(y ~ factor(x1) + factor(x2), family = binomial(link = "probit"))
R> m1

Call:  glm(formula = y ~ factor(x1) + factor(x2), family = binomial(link = "probit")) 

Coefficients:
(Intercept)  factor(x1)2  factor(x1)3  factor(x1)4  factor(x1)5  factor(x2)2  
      0.335       -0.729       -0.670       -0.639       -0.740        0.327  
factor(x2)3  factor(x2)4  factor(x2)5  
     -0.106        0.624        0.483  

Degrees of Freedom: 99 Total (i.e. Null);  91 Residual
Null Deviance:      138 
Residual Deviance: 129  AIC: 147 

You may also want to take a look at the dummies package.