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


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: ordered logit (was: marginal effects in random effects ordered probit using GLLAMM)
Date   Thu, 28 Feb 2008 23:03:46 -0500

At 05:31 PM 2/28/2008, Adrian de la Garza wrote:
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.
Long and Freese's book is very good on this. See

http://www.stata.com/bookstore/regmodcdvs.html

Even if you don't get the book, download their -spost9- routines, which you can locate with -findit-.

If you want something quickly, the notes for my categorical data analysis class are online at

http://www.nd.edu/~rwilliam/xsoc73994/index.html

See especially

http://www.nd.edu/~rwilliam/xsoc73994/L11.pdf

http://www.nd.edu/~rwilliam/xsoc73994/L12.pdf


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL: Richard.A.Williams.5@ND.Edu
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