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RE: st: Generalised interval regression


From   Richard Williams <[email protected]>
To   [email protected]
Subject   RE: st: Generalised interval regression
Date   Mon, 04 Dec 2006 09:23:30 -0500

At 08:05 AM 12/4/2006, Mentzakis, Emmanouil wrote:
Dear Richard,

Thank you very much. What I meant in my question was, if there is a way
to relax the parallel line assumption when using intreval regression and
I think what you prospose does exactly that.

However, I d like to ask how could I specify these inetrvals?

If I had these inetervals: 0-20, 21-60 and 61-100

Would it be correct to write:

constraint 1 depvar>0 & depvar<20 if depvar==1
constraint 2 depvar>20 & depvar<60 if depvar==2
constraint 3 depvar>60 & depvar<100 if depvar==3

And then

oglogit2 depvar indepvar, npl() constraints(1-3)
I'm not sure how you would do it - or even if it can be done! - but it wouldn't be done like that. Again, if there is a paper out there that has actually done this, it would help to look at it. If there isn't one, I'd be leery of trying to invent a new technique without spending some time working through all the math behind it.

My guess is that a correct procedure would look something like this:

. use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
(77 & 89 General Social Survey)

. constraint 1[eq1]_cons = 1.0
. constraint 2 [eq2]_cons = .5
. constraint 3 [eq3]_cons = -.6
. gologit2 warm yr89 male white age ed prst, link(p) npl nolabel c(1-3)

Generalized Ordered Probit Estimates Number of obs = 2293
Wald chi2(18) = 616.50
Prob > chi2 = 0.0000
Log likelihood = -2820.7554 Pseudo R2 = 0.0584

( 1) [eq1]_cons = 1
( 2) [eq2]_cons = .5
( 3) [eq3]_cons = -.6

[rest of output omitted]

Now, what I am not sure of, is how you would determine the values of the constraints? Since the errors in probit are normal(0, 1) you would have to figure out some way to convert your intervals into appropriate values, i.e. you couldn't just use 20, 60 and 100.

Again, though, I stress that this is a wild guess. I wouldn't trust it too much unless, say, there is a published paper using the method and I could replicate its results.




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Richard Williams, Notre Dame Dept of Sociology
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