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Re: st: Test of ordered probit vs ordinary probits


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Test of ordered probit vs ordinary probits
Date   Wed, 31 Oct 2007 15:52:49 -0400

At 03:26 PM 10/31/2007, Richard Williams wrote:

Assumptions of ologit & oprobit can also be tested via my -gologit2- command.
To elaborate on that - see example 1 in the gologit2 help. Slightly modifying that example,

use http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta, clear
gologit2 warm yr89 male white age ed prst, store(unconstrained) link(p)
gologit2 warm yr89 male white age ed prst, pl lrf store(constrained) link(p)
lrtest constrained unconstrained, stats

This yields an LR chi square test of 56.14 with 12 d.f. The assumptions of the ordered probit model are violated. If you are familiar with SPSS Plum, this is the same # that its test of parallel lines gives you.

Or, you could do

omodel probit warm yr89 male white age ed prst

which gives you an approximate chi-square of 55.81 with 12 d.f.

Note that this just tells you that somewhere, someplace, somehow, the parallel lines assumption is violated. The brant test (after ologit) and/or gologit2's autofit option can help you to identify where the assumption is violated. This can be much more parsimonious than, say, immediately jumping to mlogit every time the assumptions of the ordered logit model are found to be violated.




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

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