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Re: st: Re: Fixing an -ml model- syntax problem


From   Clive Nicholas <crazeeclive@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Fixing an -ml model- syntax problem
Date   Tue, 20 Feb 2007 22:19:25 +0000 (GMT)

Richard Williams wrote:

Here is how to get the same results in -oglm-.  (oglm stands for 
Ordinal Generalized Linear Models, but such models may be better know 
by such names as location/scale models or heterogeneous choice 
models. oglm was inspired by SPSS's PLUM routine but has some 
Stata-ish features that PLUM does not.)

. webuse union
(NLS Women 14-24 in 1968)

. oglm union age black grade south, het(black)

[...]

lnsigma      |
        black |   .0200207   .0693753     0.29   0.773    -.1159524    .1559938
-------------+---------------------------------------------------------------
        /cut1 |   2.522383    .112186    22.48   0.000     2.302502    2.742263
------------------------------------------------------------------------------

. * Simple algebra converts log of sigma into Allison's delta
. scalar lnsigma = [lnsigma]_b[black]
. display "Allison's delta = " (1 - exp(lnsigma))/ exp(lnsigma)
Allison's delta = -.01982162

. * This reproduces the Wald test from Allison's procedure
. test [union]

  ( 1)  [union]age = 0
  ( 2)  [union]black = 0
  ( 3)  [union]grade = 0
  ( 4)  [union]south = 0

            chi2(  4) = 1073.40
          Prob > chi2 =    0.0000

I switched on the -eform- option in -estout- when in fact $\{delta}$ is conventionally measured in log-odds, but it was still -0.20 under -glogit- and 0.20 under -oglm-. However, your solution sorts that out, as well as the fit. Maybe you should incorporate it into the next version of -oglm-, Richard. That leaves my question (2) remaining.

Clive Nicholas





	
	
		
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