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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
Subject   Re: st: Test of ordered probit vs ordinary probits
Date   Wed, 31 Oct 2007 16:32:05 -0400

At 04:01 PM 10/31/2007, Partha Deb wrote:
As I understand it, Richard's test is of ordered versus unordered probits / logits, rather than binary probit versus ordered multinomial probit.
I believe that is one possible reason the test could fail, i.e. if the variable isn't really ordinal you can reject the hyp of equal coefficients. But, the help for omodel says

"omodel is an alternative to ologit and oprobit for estimating ordered logit and probit models. It produces the same results but it also reports an approximate likelihood-ratio test of whether the coefficients are equal across categories (i.e. a test of the proportional-odds assumption if logit is the requested model)."

And, omodel generally produces almost the exact same results as -brant- and -gologit2-.



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