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st: oligit interpretation


From   "Lynn Lee" <lynn09v@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: oligit interpretation
Date   Mon, 22 Oct 2012 17:50:48 +0800

Thank you Maarten.

Best Regards,
Lynn Lee


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: Monday, October 22, 2012 5:14 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: oligit interpretation

You can define multiple dependent variables, and thus multiple marginal
effects, for this model. You seem to have three categories for your
dependent variable, so you can look at the probability of getting category
1, getting category 2, or getting category 3. So that is already three
different outcomes you can look at. Moreover, you have the latent variable.
Than you can look at the odds of ending up in category 2 versus 1 and the
odds of ending up in category 3 versus
1 or 2.

So your first step needs to be to define more precisely what it is exactly
what you want to know. You'll probably will have to get access to (and read)
a book like:
<http://www.stata.com/bookstore/regression-models-categorical-dependent-vari
ables/>.

-- Maarten

On Mon, Oct 22, 2012 at 10:09 AM, Lynn Lee <lynn09v@gmail.com> wrote:
> Dear all,
>
> I am not sure how to interpret the marginal effect in ordered logit model.
>
> For example, in a ologit model, the coefficient of age is -0.03, 
> (z=-17.43), the two threshold parameters are "/cut1=-1.4 ,  
> /cut2=0.95". I know that the latent dependent variable is decreasing 
> with age (indicated by coefficient), but I do not know the exact marginal
effect of age on dependent variable.
> Like in logit model, the maximum value of density is .25, so, it is 
> easy to interpret the marginal effect of continuous regressor. But in 
> ologit, there are several threshold parameters, is it still possible 
> to use maximum value of density to interpret the marginal effect of
continuous regressor?
>
> Any suggestion is appreciated.
>
> Best Regards,
> Lynn Lee
>
>
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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