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Re: st: gologit coefficients


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gologit coefficients
Date   Wed, 29 Jun 2005 09:17:46 -0500

At 02:51 PM 6/29/2005 +0200, Herve STOLOWY wrote:
Dear Irena:

I provide below several links to interesting information on gologit:

http://www.ats.ucla.edu/stat/stata/webbooks/logistic/chapter4/statalog4.htm

http://ideas.repec.org/c/boc/bocode/s327701.html

http://www.nd.edu/~rwilliam/xsoc694/ORM3.pdf
I should update the latter handout someday, because the -gologit2- program it refers to has now been tidied up and is much easier to use now.

First off, I suggest finding and installing -gologit2-. It is backward compatible with the original -gologit- but can do a lot more; for example it can estimate partial proportional odds models, which can be much more parsimonious than the default -gologit- model.

Second, when you -findit gologit2-, you will also see that there is an ancillary file, gologit2.pdf, which includes lots of examples and some discussion of interpretation. Highly recommended reading if you want to have a fighting chance of understanding the program!

Third, Vincent Fu has a FAQ for the original -gologit-, and the last FAQ is on interpretation; see

http://www.soc.utah.edu/~vfu/gologit/gologitfaq.html

He says that "You can interpret gologit coefficients as coefficients from binary logit models where you have collapsed the categories of your outcome variable into two categories. Suppose your categories are numbered 1, 2, and 3. The first panel of coefficients can be interpreted as those from a binary logit regression where your dependent variable is recoded as 1 vs. 2+3. The second panel of coefficients can be interpreted as those from a binary logit regression where your dependent variable is recoded 1+2 vs. 3. Positive coefficients mean that higher values on the covariates make higher values on the dependent variable more likely."

The last sentence is the crucial one. A positive coefficient means that higher values on the IV push you toward higher categories on the dv. Conversely, negative coefficients mean that higher values on the IV push you toward the current category or a lower one.



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Richard Williams, Notre Dame Dept of Sociology
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