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From |
n j cox <n.j.cox@durham.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: discrete dep var in OLS and implications for goodness-of-fit |

Date |
Sun, 21 Oct 2007 23:22:33 +0100 |

I am not clear what kind of comments you really want here, but I think you are conflating some distinct issues. OLS is an estimation method. What seems more pertinent here is that you are fitting a linear structure. It is easy to imagine set-ups in which a discrete response nevertheless follows some approximately linear structure and even easier to imagine set-ups in which it doesn't. On the whole, in my experience, ordinal responses tend to participate in some non-linear relationships, but that doesn't mean that yours does. In any case, the justification for what you doing should flow from the underlying science and the general behaviour of your data, and I can't see that anybody on the list can comment on either. I am aware that this won't help much at all but I think you'll have to give more information to get a much better answer. Nick n.j.cox@durham.ac.uk Lloyd Dumont I am running an OLS model on a discrete dependent variable that takes on whole number values between 0 and 5, inclusive. It is actually an ordered categorical, so an ordered logit would be more approrpriate than OLS. But, OLS coefficients are easier to explain. So, I figured I would make sure the results are qualitatively identical, and then present and interpret the OLS estimates. Questions: - The R2 is not very high. I think it is biased downward by the fact that the dep var is not really continuous. Is this true, and is there a good reference I can look at to understand this? -Are their any other big pitfalls to my decision to run OLS on a variable that wasn't really made for OLS? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: random-coefficient multinomial regression***From:*Christer Thrane <lineea@broadpark.no>

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