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st: New version of gologit2
Thanks to Kit Baum, a new version of gologit2 is available from
SSC. This version includes some diagnostic measures and revisions in
the help file that have been prompted by questions I have received.
An oddity of gologit/goprobit models is that it is possible to get
negative predicted probabilities. McCullaph & Nelder discuss this in
Generalized Linear Models, 2nd edition, 1989, p. 155:
"The usefulness of non-parallel regression models is limited to some
extent by the fact that the lines must eventually
intersect. Negative fitted values are then unavoidable for some
values of x, though perhaps not in the observed range. If such
intersections occur in a sufficiently remote region of the x-space,
this flaw in the model need not be serious."
This seems to be a fairly rare occurrence, and when it does occur
there are often other problems with the analysis, e.g. the model is
overly complicated and/or there are very small Ns for some categories
of the response variable. Combining categories or simplifying the
model often helps. gologit2 will give a warning message whenever any
in-sample predicted probabilities are negative. If it is just a few
cases, it may not be worth worrying about, but if there are many
cases you may wish to modify your model, data, or sample, or use a
different statistical technique altogether.
Additional information on gologit2, including a link to its
troubleshooting FAQ, can be found at
http://www.nd.edu/~rwilliam/gologit2/index.html
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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