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Re: st: RE: nonsense category in ordered logit


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: nonsense category in ordered logit
Date   Mon, 21 Feb 2005 21:14:40 -0500

At 04:52 PM 2/21/2005 -0500, you wrote:
That was my intuition, too, but I was a little fuzzy on the test to use.
I couldn't convince myself that the models were nested
thanks,
michael
Long and Freese (2003, p. 203) describe how to test whether categories in a multinomial logistic regression can be combined. For example, if y has categories 1, 2 and 3 you can do something like

mlogit y x1 x2 x3, basecategory(1)
test [2 = 3]

If the test is insignificant, categories 2 and 3 can be combined.

Better yet, if you have Long and Freese's -spostado- installed (and everyone should!) give the command

mlogtest, combine lrcomb

and it will do wald and likelihood ratio tests of all possible combinations of categories.

Of course, you are doing ordinal regression, so I don't know if these tests would be considered legit for that, but it seems like a place to start.

As for Nick's suggestion:


By showing that -logit- with two and -ologit-
with three give essentially equivalent results?
That was my first impulse too - but how exactly would you do that? You are comparing results from a 2 category DV with a 3 category DV, so what exactly would you compare? Is it legit to compare model fit, BICs, or whatever? I am not sure. Perhaps you can compute the predicted scores from each model and correlate them? When you talk about nested models you are generally talking about testing constraints on the Xs, are you not? I don't believe these models are nested so I'm not sure what the formal statistical test would be. I suspect Nick is right but I am not sure how to do it.

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