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st: New version of gologit2


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: New version of gologit2
Date   Thu, 06 Apr 2006 20:19:46 -0500

Thanks to Kit Baum, a new version of gologit2 is available from SSC. This version includes some diagnostic measures and revisions in the help file that have been prompted by questions I have received.

An oddity of gologit/goprobit models is that it is possible to get negative predicted probabilities. McCullaph & Nelder discuss this in Generalized Linear Models, 2nd edition, 1989, p. 155:

"The usefulness of non-parallel regression models is limited to some extent by the fact that the lines must eventually intersect. Negative fitted values are then unavoidable for some values of x, though perhaps not in the observed range. If such intersections occur in a sufficiently remote region of the x-space, this flaw in the model need not be serious."

This seems to be a fairly rare occurrence, and when it does occur there are often other problems with the analysis, e.g. the model is overly complicated and/or there are very small Ns for some categories of the response variable. Combining categories or simplifying the model often helps. gologit2 will give a warning message whenever any in-sample predicted probabilities are negative. If it is just a few cases, it may not be worth worrying about, but if there are many cases you may wish to modify your model, data, or sample, or use a different statistical technique altogether.

Additional information on gologit2, including a link to its troubleshooting FAQ, can be found at

http://www.nd.edu/~rwilliam/gologit2/index.html


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Richard Williams, Notre Dame Dept of Sociology
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