I've fitted an ordinal logistic regression model in R using MASS::polr and I am looking to compute confidence intervals for the fitted coefficients.
Here is the (cropped) model output:
polr(formula = response ~ group, data = df,
Hess = TRUE, method = "logistic")
Coefficients:
Value Std. Error t value
group1 -0.5279 0.7007 -0.7533
group2 -1.0144 0.7163 -1.4163
My 2 questions:
What distribution should I use? My natural assumption was the t-distribution but I've seen instances online of people using the normal.
If the t-distribution, how many degrees of freedom should I use? My hunch was the residual degrees of freedom of the model (
n - p) but I've seen instances of people using1as well.