Fractional logit in Stan with code

Hi all -

For my ordered beta regression paper (https://osf.io/preprints/socarxiv/2sx6y/) I had to implement a fractional logit model in Stan, the code for which is available in the paper repo:

I am posting here as this model is popular in some fields and it came up on Twitter recently. I believe this is the correct version, but note that the model is a “pseudo-likelihood” which means it’s not a real statistical distribution. As such… it doesn’t work very well in an MCMC set. up, and I don’t recommend it in general as the posterior has inflated variance and a lot of useful tools (simulation-based calibration, etc) aren’t available.

But if you need it… there it is.

7 Likes