Simulated data from OR2 model for p = 0.5 (i.e., 50th quantile)
This data contains 500 observations generated from a quantile ordinal model with 3 outcomes at the 50th quantile (i.e., p = 0.5). The model specifics for generating the data are as follows: β = (-4, 6, 5), X ~ Unif(0, 1), and ε ~ AL(0, σ = 1, p = 0.5). The cut-points (0, 3) are used to classify the continuous values of the dependent variable into 3 categories, which forms the ordinal outcomes.
Returns a list with components
x: a matrix of covariates, including a column of ones.
y: a column vector of ordinal outcomes.
Kozumi, H., and Kobayashi, G. (2011). “Gibbs Sampling Methods for Bayesian Quantile Regression.” Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI: 10.1080/00949655.2010.496117
Yu, K., and Zhang, J. (2005). “A Three-Parameter Asymmetric Laplace Distribution.” Communications in Statistics - Theory and Methods, 34(9-10), 1867-1879. DOI: 10.1080/03610920500199018
mvrnorm, Asymmetric Laplace Distribution
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