Re: st: Random thresholds in ordered logit/probit in -gllamm-

[Kristian Karlson <kristian.karlson@gmail.com>]

Maarten, thanks a lot. I guess that it is a way out my problems, but you 
are also very right in pointing out what the value-add is of such 
modeling. I guess will reconsider my idea. Again, thanks! Best, Kristian

Den 28-11-2010 17:26, Maarten buis skrev:
> --- On Sun, 28/11/10, Kristian Karlson wrote:
> > Stas, I hope it is okay with one more
> > remark on the random thresholds in ordered probit/logit. I
> > came across the following paper by sociologists Breen and
> > Luijkx,
> > http://smr.sagepub.com/content/early/2010/04/15/0049124110366240.
> > They estimate a model with heterogeneous thresholds. They
> > present a latent class ordered logit model with
> > heterogeneous thresholds and locations
>
> You can see an ordered logit model as a set of logit models that
> model the odds getting more than that category versus that
> category and all lower categories, whereby the coefficients are
> constrained to be equal across the models (except the constant,
> which is modeled by the thresholds). Maybe you can trick Stata
> into estimating your model by estimating your model by way of
> these separate logits. You would loose the power obtained by the
> assumption that all the effects are constant across models, but
> that assumption is often doubtful anyhow.
>
> Than again, such models are really not my taste. They tend to
> move too far away from the data, and you tend to end up in a
> no-win-situattion. If the model confirms what we know from
> simpler models than all is fine (but nothing is won), and if
> they do not confirm what we already knew than we do not know
> whether the difference is due to some strong assumptions we had
> to impose to be able to estimate the model or whether this is a
> real new find, so in that case we have not won anything either.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
>
>
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