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From |
Grace Jessie <gracejessie@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: statistical significance of cut points in ordered logit |

Date |
Mon, 17 May 2010 12:43:37 +0000 |

Additionally, does the statistical significance of cut points in ordered logit matter? I found there are no z or P>|z| for cut points, though I could get it. ---------------------------------------- > Date: Mon, 17 May 2010 17:40:40 +0530 > Subject: Re: st: statistical significance of cut points in ordered logit > From: tirthankar.chakravarty@gmail.com > To: statalist@hsphsun2.harvard.edu > > Grace, > > That is not how it works. There is an error term involved in these > probability calculations as well. Specifically, for the observation > where xb=16.55703, > Pr(y=1|x) = Pr(xb+u <= cut1) = Pr(u <= -.1289) > which, together with the assumed logistic distribution for the "u"s > implies Pr(y=1|x) = invlogit(-.1289) = .46781954. Similarly, > Pr(y=2|x) = Pr(cut1 <= xb+u <= cut2) = Pr(-.1289 <= u <= 1.56567) = > invlogit(1.56567)-invlogit(-.1289) = .35934591 > and so on. If you were to write off the error term i.e., base > inference on the expected probabilities (xb), you'd have certainties > and not probabilities. > > T > > 2010/5/17 Martin Weiss : >> >> <> >> >> " I got the material http://www.nd.edu/~rwilliam/xsoc63993/l91.pdf provided >> by Maarten, which is helpful." >> >> >> >> Just to be sure, the material you are referring to is provided by Richard >> Williams, Maarten probably pointed you to it. >> >> HTH >> Martin >> >> >> -----Ursprüngliche Nachricht----- >> Von: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Grace Jessie >> Gesendet: Montag, 17. Mai 2010 13:47 >> An: statalist@hsphsun2.harvard.edu >> Betreff: Re: st: statistical significance of cut points in ordered logit >> >> >> Statalists, >> I got the material http://www.nd.edu/~rwilliam/xsoc63993/l91.pdf provided by >> Maarten, which is helpful. Thank you! >> After typing the following in the Stata, I found some obersavtions were >> suprising to me(see table A). In table A, For example,xb[1] is obviously >> bigger than the coefficient of cut1,so the value for Y should equal 2. >> However, from the values for pr1 pr2 pr3, the value for pr1 is the biggest, >> which means the most likely outcome for Y is 1. Why not consistent? The >> doubt with other observations in table A is the same. >> Additionally, what does the statistical significance of cut points in >> ordered logit mean, which has not been answered in the posting before? I >> found there are no z or P>|z| for cut points, though I could get it. >> >> use http://www.nd.edu/~rwilliam/stats2/statafiles/shuttle2.dta, clear >> ologit distress date temp, nolog >> Ordered logistic regression Number of obs = >> 23 >> LR chi2(2) = >> 12.32 >> Prob> chi2 = >> 0.0021 >> Log likelihood = -18.79706 Pseudo R2 = >> 0.2468 >> ---------------------------------------------------------------------------- >> -- >> distress | Coef. Std. Err. z P>|z| [95% Conf. >> Interval] >> -------------+-------------------------------------------------------------- >> -- >> date | .003286 .0012662 2.60 0.009 .0008043 >> .0057677 >> temp | -.1733752 .0834473 -2.08 0.038 -.336929 >> -.0098215 >> -------------+-------------------------------------------------------------- >> -- >> /cut1 | 16.42813 9.554813 -2.29896 >> 35.15522 >> /cut2 | 18.12227 9.722293 -.9330729 >> 37.17761 >> ---------------------------------------------------------------------------- >> -- >> predict xb,xb >> predict pr1 pr2 pr3 >> >> table A >> +--------------------------------------------------------------------+ >> | distress date temp xb pr1 pr2 pr3 | >> |--------------------------------------------------------------------| >> | None 8732 70 16.55703 .4678189 .359285 .1728961 | >> | 1 or 2 9341 81 16.65107 .4444934 .3687458 .1867608 | >> | 3 plus 9434 75 17.99692 .1723883 .3589076 .468704 | >> | 1 or 2 9461 76 17.91227 .1848028 .3675054 .4476918 | >> +--------------------------------------------------------------------+ >> Hope for any help! >> >> Regards, >> Grace >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > > > -- > To every ω-consistent recursive class κ of formulae there correspond > recursive class signs r, such that neither v Gen r nor Neg(v Gen r) > belongs to Flg(κ) (where v is the free variable of r). > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: statistical significance of cut points in ordered logit***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**AW: st: statistical significance of cut points in ordered logit***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**Re: st: statistical significance of cut points in ordered logit***From:*Grace Jessie <gracejessie@hotmail.com>

**Re: st: statistical significance of cut points in ordered logit***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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