I have run ordinal regression in RStudio using two different packages, relaxing the proportional odds assumption for predictor PROXIMITY. My ordinal response has 3 levels.
Using VGAM and vglm(), the output is roughly something like this:
> Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept):1 0.5117320 0.5437684 0.941 0.346662
(Intercept):2 -0.7123845 0.4982063 -1.430 0.152746
PROXIMITY2:1 1.1099603 0.4781458 2.321 0.020266 *
PROXIMITY2:2 0.8870411 0.4860655 1.825 0.068010
PROXIMITY3:1 0.7963931 0.2106141 3.781 0.000156 ***
PROXIMITY3:2 1.2027518 0.2720969 4.420 9.86e-06 ***
HAB -0.0096147 0.0024824 -3.873 0.000107 ***
And then using clm() in the ordinal package, the output is:
> Coefficients:
Estimate Std. Error z value Pr(>|z|)
HAB -0.009615 0.002511 -3.828 0.000129 ***
> Threshold coefficients:
Estimate Std. Error z value
1|2.PROXIMITY2 -1.10996 0.48137 -2.306
2|3.PROXIMITY2 -0.88704 0.48672 -1.822
1|2.PROXIMITY3 -0.79640 0.21145 -3.766
2|3.PROXIMITY3 -1.20274 0.27188 -4.424
The predictor for which the assumption is relaxed, PROXIMITY, is shown under threshold coefficients when using clm(), and no p values are produced. Is there a reason for this? How can I retrieve the p values when using the clm() approach?
Thanks!