I am sorry for the vagueness of my question. Maybe a bit more
description might help.
I have a dependent variable (hours of an activity per week) that is
given in intrevals. Thus, 0-20, 21-60, 61-100.
However, if I understand correctly, the goprobit and the gologit2 are
able to give different effects for explanatory variable according to the
levels in the dependent (i.e relax the parallel line assumption).
And I was wondering if there is any code to do the same thing when the
dependent varaiabel is not specified simply as ordinal but as intervals.
I know that I could recode my dependent in order to have it as ordinal
(i.e. no intervals specified) but I would like to use the intrevals
information that I have (i.e. the cut-offs would not need to be
estimated). Additionaly the knowledge of the cut-offs allows me to know
the scale of the variable.
I hope that I am more clear now.
Thank you
Manos
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: 04 December 2006 14:51
To: [email protected]
Subject: RE: st: Generalised interval regression
No, this would not be correct. Constraints must be linear (not, e.g.,
inequalities); they refer to parameter values, not data; and they cannot
include -if- conditions.
Also, these constraints are inconsistent insofar as
(e.g.) something cannot be in (60,100) if it is equal to 3.
The latter problem may reflect a typo.
That said, I regret that I do not understand what you want here.
Nick
[email protected]
Mentzakis, Emmanouil
> Thank you very much. What I meant in my question was, if there is a
> way to relax the parallel line assumption when using intreval
> regression and I think what you prospose does exactly that.
>
> However, I d like to ask how could I specify these inetrvals?
>
> If I had these inetervals: 0-20, 21-60 and 61-100
>
> Would it be correct to write:
>
> constraint 1 depvar>0 & depvar<20 if depvar==1 constraint 2 depvar>20
> & depvar<60 if depvar==2 constraint 3 depvar>60 & depvar<100 if
> depvar==3
>
> And then
>
> oglogit2 depvar indepvar, npl() constraints(1-3)
Richard Williams
> At 10:53 AM 12/1/2006, Mentzakis, Emmanouil wrote:
>
> >Dear all,
> >
> >I would like to estimate a generalised interval regression model.
> >
> >I know there is the option of goprobit but I would like to use the
> >interval information that I have.
> >
> >Does anybody know if it is possible?
> >
> >Best regards
> >Manos
>
> Manos, I'm not sure what a generalized interval regression model would
> be. Are there articles on it?
>
> Perhaps the idea would be that you could specify what the cutpoints
> were instead of having to estimate them? If so, maybe it could be
> done using the constraints option of gologit2 or goprobit.
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