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Re: st: Brant test after oprobit: Help with syntax?


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Brant test after oprobit: Help with syntax?
Date   Mon, 13 Sep 2010 18:20:02 -0500

At 08:22 AM 9/13/2010, Andreas Tiemann wrote:
Dear Stata Listers,

I'm trying to conduct a Brant test after running an ordered probit
regression. The test is "canned" into the file brant.ado for
postestimation after ologit. While Greene & Hensher describe how to
adjust the test to the oprobit setting, there is no syntax/ado
available.

There are at least two ways of doing tests very similar to brant using probit models. Download and install -omodel- and/or -gologit2- from SSC. Here is an example using both commands:

use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
omodel probit  warm yr89 male white age ed prst
gologit2  warm yr89 male white age ed prst, pl sto(oprobit) link(p)
gologit2  warm yr89 male white age ed prst, npl sto(goprobit) link(p)
lrtest oprobit goprobit, stats

gologit2 also offers a means to relax constraints on those variables that violate the parallel lines assumption. For more, see the support page at

http://www.nd.edu/~rwilliam/gologit2/index.html


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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