drawlatentOR1 {bqror}

Samples latent variable z in the OR1 model

Description

This function samples the latent variable z from a univariate truncated normal distribution in the OR1 model (ordinal quantile model with 3 or more outcomes).

Usage

drawlatentOR1(y, x, beta, w, theta, tau2, delta)

Arguments

y

observed ordinal outcomes, column vector of size (n x 1).

x

covariate matrix of size (n x k) including a column of ones with or without column names.

beta

Gibbs draw of \beta, a column vector of size (k x 1).

w

latent weights, column vector of size (n x 1).

theta

(1-2p)/(p(1-p)).

tau2

2/(p(1-p)).

delta

column vector of cutpoints including (-Inf, Inf).

Details

This function samples the latent variable z from a univariate truncated normal distribution.

Value

latent variable z of size (n x 1) sampled from a univariate truncated distribution.

References

Albert, J., and Chib, S. (1993). '"Bayesian Analysis of Binary and Polychotomous Response Data."' Journal of the American Statistical Association, 88(422): 669'-'679. DOI: 10.1080/01621459.1993.10476321

Robert, C. P. (1995). '"Simulation of truncated normal variables."' Statistics and Computing, 5: 121'-'125. DOI: 10.1007/BF00143942

See Also

Gibbs sampling, truncated normal distribution, rtruncnorm

Examples

set.seed(101)
data("data25j4")
y <- data25j4$y
xMat <- data25j4$x
p <- 0.25
beta <- c(0.3990094, 0.8168991, 2.8034963)
w <- 1.114347
theta <- 2.666667
tau2 <- 10.66667
delta <- c(-0.002570995,  1.044481071)
output <- drawlatentOR1(y, xMat, beta, w, theta, tau2, delta)

# output
#   0.6261896 3.129285 2.659578 8.680291
#   13.22584 2.545938 1.507739 2.167358
#   15.03059 -3.963201 9.237466 -1.813652
#   2.718623 -3.515609 8.352259 -0.3880043
#   -0.8917078 12.81702 -0.2009296 1.069133 ... soon