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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Ologit question |

Date |
Wed, 31 Oct 2012 14:46:06 +0100 |

On Wed, Oct 31, 2012 at 2:23 PM, Anat (Manes) Tchetchik wrote: > I ran an Ologit and received the following cutoffs: > > Coef. Std. Err. [ 95% Conf. Interval] > /cut1 | -1.798009 2.900799 -7.483471 3.887453 > /cut2 | .7973023 2.793147 -4.677166 6.271771 > /cut3 | 2.902347 2.794626 -2.57502 8.379713 > which means that the cutoffs are not significantly different. You seem to perform this test by looking at whether the confidence intervals overlap. This is not a correct way to perform such a test, as that way you ignore the covariances in the sampling distribution of these estimates. Instead you should use -test- if you want to perform such a test. > Does it mean that the entire model is worthless? No, statistical tests do not represent a relevant tradeoff you need to make when choosing a model. The tradeoff implicit in a statistical test is all about the probability of rejecting a true null hypothesis and the probability of not rejecting a false hypothesis. However, it is by definition impossible for a model to be "true". A model is by definition a simplification of reality, and a simplification is just another word for "wrong in some useful way". So you want your model to be wrong (simplify) in such a way that the results become manageable for a human brain to process, but at the same time you don't want your model to be too wrong so that it deviates too much from your raw observations. So selecting a model and doing a statistical test are fundamentally different beasts working with very different logics, which means that a statistical test just cannot inform you about which model is "right" or "wrong". -- Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Ologit question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**References**:**st: Ologit question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

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