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Re: st: test for appropriateness of logit models


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: test for appropriateness of logit models
Date   Tue, 18 Jun 2013 10:26:27 -0500

I'll add that if the best you can do is a totally unconstrained gologit, i.e. no proportionality constraints are justified, then I would probably use an mlogit model just because more people are familiar with it. Gologit probably works best when only a few variables violate the proportional odds assumption. If several or all variables violate, then you aren't gaining that much parsimony and you have to explain a method that a lot of people aren't familiar with.

At 12:59 PM 6/15/2013, Maarten Buis wrote:
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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Richard Williams, Notre Dame Dept of Sociology
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