Risk

Forward ordinal probability models for point-in-time probability of default term structure: methodologies and implementations for IFRS 9 expected credit loss estimation and ...

Common ordinal models, including the ordered logit model and the continuation ratio model, are formulated by a common score (ie, a linear combination of given explanatory variables) plus rank-specific ...
Simon Fraser University

Example 29.4: Ordinal Model for Multinomial Data

This example illustrates how you can use the GENMOD procedure to fit a model to data measured on an ordinal scale. The following statements create a SAS data set called icecream. The data set contains ...
JSTOR Daily

A Mixed Effects Model for Multivariate Ordinal Response Data Including Correlated Discrete Failure Times with Ordinal Responses

The mixed effects model for binary responses due to Conaway (1990, A Random Effects Model for Binary Data) is extended to accommodate ordinal responses in general and discrete time survival data with ...
JSTOR Daily

Model Fit in Structural Equation Models with Censored, Ordinal, and Dichotomous Variables: Testing Vanishing Tetrads

Although the methodology for handling ordinal and dichotomous observed variables in structural equation models (SEMs) is developing rapidly, several important issues are unresolved. One of these is ...