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st: ordered logit (was: marginal effects in random effects orderedprobit using GLLAMM)


From   Adrian de la Garza <kokootchke@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: ordered logit (was: marginal effects in random effects orderedprobit using GLLAMM)
Date   Thu, 28 Feb 2008 17:31:13 -0500

Hello again.

I see that Saygin asked a question about marginal effects in an ordered probit model. I have a similar equation, perhaps not related to Stata, but to the interpretation of the coefficients in an ordered logit model.

Could anyone recommend a source that discusses how to interpret these coefficients? I have read a few papers in the "economics of happiness" literature where they use these ordered logits and probits but they never discuss what the magnitudes of the coefficients mean; they care only about the coefficients' signs and statistical significance. Similarly, the standard Greene econometrics textbook has very little regarding this interpretation.

Thank you very much in advance.

Cheers,
Adrian


> Date: Thu, 28 Feb 2008 09:32:09 -0500
> From: andersalex@gmail.com
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: marginal effects in random effects ordered probit using GLLAMM
>
> Saygın Şahinöz  wrote:
>> I can not get the marginal effects from random effects ordered probit using
>> Gllamm
>> I use the command gllapred prob, mu marginal but it gives an error message
>> :must specify above() option for ordinal responses r(198)
>> Have anyone estimated marginal effects from random effects ordered probit
>> using Gllamm??
>
> You must specify the above() option for each category as explained in
> -help gllapred-.
> Example code is given in chapter 7 of the book Multilevel and
> Longitudinal Modeling Using Stata, Second Edition, which is available
> from the Stata bookstore at
> http://www.stata.com/bookstore/mlmus2.html.
>
> Anders Alexandersson
> andersalex@gmail.com
>
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