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   Thu, 1 Nov 2007 13:59:47 -0000

Thanks, Richard - again, very helpful.  I've got a lot of reading to
catch up on!!

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Richard Williams
> Sent: 01 November 2007 13:57
> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> Subject: RE: st: Test of ordered probit vs ordinary probits
> 
> At 06:14 AM 11/1/2007, Schaffer, Mark E wrote:
> >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?
> 
> 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 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).
> 
> 
> 
> -------------------------------------------
> 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