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RE: st: St: Ordered Logit Question


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: St: Ordered Logit Question
Date   Fri, 08 May 2009 16:41:18 -0500

At 03:20 PM 5/8/2009, Jason Dean, Mr wrote:
Hi, you can include interation terms for the explanitory variables but not for the cut point (ancillary) paramaters. I find these to be much different between groups.

Not true, actually. Simply including a dummy var for group membership in ologit allows for index shift, e.g. if the coefficient for group was 1, you could interpret that as saying all the cut points were 1 point higher for one of the groups.

gologit2 (available from SSC) also allows for cut-point shift, i.e. the cut-points can differ by non-constant amounts. Maybe the first cut point is one point higher, the 2nd is only .5 points higher, etc. Do something like

gologit2 y x1 x2 x3 group, npl(group)

See also pp. 14-20 of http://www.nd.edu/~rwilliam/gologit2/RWNASUG2006.pdf

As discussed earlier, there is the question of whether these group coefficients reflect real effects or reflect differences in measurement, i.e. groups use different cut points when reporting their responses on the ordinal variable. Of course, both might be going on, but if so I don't know how you would disentangle the two.


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Richard Williams, Notre Dame Dept of Sociology
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