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st: Ordered logit estimation and score test

From   "Daniel Schneider" <[email protected]>
To   <[email protected]>
Subject   st: Ordered logit estimation and score test
Date   Mon, 17 Jan 2005 02:06:35 -0800

Hi everyone,

I am trying to build a regression model with a categorical, ordered
dependent variable (five different outcomes).

I ran a score test (with the omodel routine) and the result was a bit
discouraging as the  Prob > chi2 constantly stayed below .05 whatever I
did with the modell (and I also ran it with a probit version). 
After I tried several other things like gologit (which is also a bit
troublesome because of some other assumptions and the fact that in my
view it is even harder to make interpretations), creating an index for
the same DV with some other variables and then running OLS (which didn't
work because the residuals still had some problems, like non-normality
and heteroscedasticity).

So, I am left wondering with what else to do and especially the question
how seriously I have to take the score test. I have a sample size with
n=1.500, and I was wondering if that might affect the p-level of the

I am thankful for any hints I can get.

Daniel Schneider

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