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Re: st: RE: nonsense category in ordered logit
At 04:52 PM 2/21/2005 -0500, you wrote:
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
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
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 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:
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.
By showing that -logit- with two and -ologit-
with three give essentially equivalent results?
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