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st: Conflicting Brant Test Results
I estimated some ordered logit models and checked whether the proportional
odds assumption was violated using the Brant test. In some cases the omnibus
Brant test suggests the assumption is violated, but Brant tests of the
individual regressors in the same models suggest the assumption is not violated.
What should one conclude in this case? Is it best to be cautious and use, say,
generalized ordered logit, or is it reasonable to stick with the ordered
logit results? Thanks in advance for any advice.
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