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Re: st: test for appropriateness of logit models


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: test for appropriateness of logit models
Date   Sat, 15 Jun 2013 19:59:36 +0200

On Sat, Jun 15, 2013 at 1:21 PM, Andreas Chouliaras wrote:
> I would like to apply a test to check the appropriateness of a
> multinomial vs an ordered logit model (or another flavor such as
> gologit2).

It would make most sense to compare an ordered logit with a full free
generalized ordered logit. After a gologit a mlogit would make little
sense; an mlogit would describe the pattern with the exactly same
number of parameters, the difference is only which outcome categories
are compared. Richard Wiliams and I discussed at the last German Stata
Users' meeting the different tests that are available for testing an
ologit against a gologit. The slides can found here:
http://www.maartenbuis.nl/presentations/gsug13.pdf

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

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