Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Test of ordered probit vs ordinary probits


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Test of ordered probit vs ordinary probits
Date   Wed, 31 Oct 2007 19:43:31 -0000

Richard,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Richard Williams
> Sent: 31 October 2007 19:27
> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> Subject: Re: st: Test of ordered probit vs ordinary probits
> 
> At 03:07 PM 10/31/2007, Schaffer, Mark E wrote:
> >Hi everybody.  I have a question about ordered probits that 
> follows on 
> >from the FAQ by Bill Gould about the role of the constant/cutoffs:
> 
> The assumptions of the ordered logit model can be tested via the
> -brant- command, which is part of the -spost9- package of 
> Long and Freese.
> 
> Ordered logit and ordered probit assumptions can be tested 
> via Wolfe & Gould's -omodel- command.
> 
> Assumptions of ologit & oprobit can also be tested via my 
> -gologit2- command.  Further, gologit2 provides a means of 
> selectively relaxing constraints on individual variables when 
> assumptions are violated while maintaining them when not 
> violated.  More on gologit2 at
> 
> http://www.nd.edu/~rwilliam/gologit2/index.html
> 
> Everything except -spost9- is available from SSC.  -spost9- 
> is maintained directly by Long.  All of this can be found 
> with -findit-.

Thanks for all this.  My motivation for asking, though, was partly to
see if I understood the FAQ and how these estimations work.  Put another
way, I suspect that the end of Bill's FAQ should be changed from

"with the constraint that the cofficients, but not the INTERCEPTS, are
equal."

to

"with the constraints that the cofficients, but not the INTERCEPTS, are
equal, and that /cut1 < /cut2."

Can you or somebody else comment on this and/or on the question I asked,
namely "Say we estimate two probits as above and test the constraint
that the coefficients are equal.  Can we interpret this test as a test
of probit vs. ordered probit?" ?

Here's hoping....

--Mark

> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
> 
> *
> *   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/
> 

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index