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


From   Adrian de la Garza <kokootchke@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ordered logit (was: marginal effects in random effects ordered probit using GLLAMM)
Date   Fri, 29 Feb 2008 09:58:01 -0500

To anyone interested in ordered logit specifications, interpretation of coefficients and such, Richard Williams's notes have been VERY helpful. Thanks to him and to all of you who suggested some solution!

Also, do you guys know of another source discussing the interpretation of interactions in non-linear models like ordered logit? Is it the same as in standard OLS?

Thank you once again..!

Adrian


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