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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 |
Thu, 01 Nov 2007 08:56:39 -0500 |

At 06:14 AM 11/1/2007, Schaffer, Mark E wrote:

Actually, an unconstrained gologit doesn't even impose that constraint. Indeed, Clogg argued that the model isn't ordinal (or at least need not be ordinal). You can even rearrange the categories of Y and still get about the same fit! Since unconstrained gologit has as many parameters as mlogit, this actually isn't that surprising.This takes me back to my original example of a bunch of separate probits, but this time contrasted with, e.g., the default behavior of -gologit2- (with link(pr) to make it a generalized ordered probit). The latter imposes only the constraint that the cutoffs are ordered, corresponding to order-ability of the outcome variable. How would you test this constraint?

This handout talks about possible interpretations of a gologit model:

http://www.nd.edu/~rwilliam/gologit2/RWNASUG2006.pdf

One of the ideas tossed out is that the same Y could be ordinal in different ways, e.g. it might be ordered Strongly Disagree to Strongly Agree; or it might be ordered indifferent to feel strongly (either agree or disagree). For some independent vars, the first ordering may be appropriate, but for others the 2nd ordering may be appropriate.

This isn't really answering your question. But, informal checks, I think, would include looking for sign flips across equations. Usually, differences in coefficients across equations are just a matter of degree (e.g. they're all positive but differ in magnitude) but if you see them changing sign then that suggests the relationship is not ordinal or perhaps differently-ordinal (i.e. the var should be coded differently, as I suggest above).

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Richard Williams, Notre Dame Dept of Sociology

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**Follow-Ups**:**RE: st: Test of ordered probit vs ordinary probits***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**References**:**RE: st: Test of ordered probit vs ordinary probits***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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