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Re: st: RE: creating combined correlation of dummy (ordered multilevel)


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: creating combined correlation of dummy (ordered multilevel)
Date   Fri, 10 Jun 2011 16:48:26 +0200

On Fri, Jun 10, 2011 at 3:58 PM, Stefan Nijssen wrote:
> This is true. The variable AAA AA etc.. is a rating scale, ordered
> from AAA to B (in original format this was 1 to represent AAA, 2 to
> represent AA etc. until 6 to represent B, from which through "xi
> i.Rating, noomit" I created the dummies). I am using the dummies since
> for instance the distance between AA and A (2 and 3) might not be the
> same as the distance A and BBB (3 and 4). Therefore I don't think the
> original variable (with numbers 1 to 6) is the one to read the
> correlation from, although this would be easiest.
>
> The reason for my interest in the correlation is that theoretically
> the variable Rating is created using variables I use in the regression
> in the first place. Any idea how to be able to interpret the
> multicorrelation?

This depends on whether you want to use your variable as a
dependent/explained/y or independent/explanatory/x variable. In the
latter case I would look at sheaf coefficients to simultaneously
estimate the distances between the levels and a single effect of your
variable, see -ssc d sheafcoef- and
<http://www.maartenbuis.nl/wp/prop.html>. In the former case I would
look at ordered regression models like -ologit- or -ssc d gologit2-.

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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