Generalized linear mixed model with bayesian rank likelihood

Abstract We consider situations where a model for an ordered categorical response variable is deemed necessary. Standard models may not be suited to perform this analysis, being that the marginal probability effects large extent are predetermined by rigid parametric structure. propose use rank likelihood approach in non Gaussian framework and show how additional flexibility can gained modeling individual heterogeneity terms of latent This avoids set specific link between observed categories quantities it discussed broadly general case longitudinal data. A real data example illustrated context sovereign credit ratings forecasting.