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Re: st: test for trend of an ordinal predictor

 From Georgia To statalist@hsphsun2.harvard.edu Subject Re: st: test for trend of an ordinal predictor Date Mon, 26 Apr 2010 14:23:06 +0100

```On 26/04/2010 14:10, Maarten buis wrote:
```
```--- On Mon, 26/4/10, Georgia wrote:
```
```I am fitting a regression model with a normally distributed
outcome (y) and an ordinal variable in 3 levels (x) as
predictor. Obviously, when I use the command

xi: regress y i.x

I get separate coefficients for the second and the third
level of the predictor while the first level is treated as
reference. However, I would be very interested in testing
the trend of the ordinal variable. In such a case, do I
simply treat my ordinal var as a continuous one by typing

regress y x

or is there  a better way to test the trend of x?
```
```The latter model assumes that the "distance" between the
first and second category is the same as the "distance"
between the second and the third. To test this null-
hypothesis you can use either -test- after your model
with dummy variables, or estimate both models and
you can see in the example below, the results are
exactly the same.

*---------- begin example ------------
sysuse auto, clear
recode rep78 1/2=3
reg mpg i.rep78, coeflegend
test 2*_b[4.rep78] = _b[5.rep78]
est store a
ssc install ftest
reg mpg rep78
ftest a .
*----------- end example --------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

However, the hypothesis that the distances between
categories are the same in a categorical variable
is usualy not a sensible hypothesis. In those cases
you can better estimate the distances between the
categories together with the effect of the underlying
continuous variable. A straightforward way of doing
is to use so-called sheaf coefficients (Heise 1972)
This approach is implemented in the -sheafcoef-
discussed here:
<http://www.maartenbuis.nl/wp/prop.html>

*------------ begin example ----------
sysuse auto, clear
recode rep78 1/2=3
tab rep78, gen(rep)
reg mpg rep2 rep3
ssc install sheafcoef
sheafcoef, latent(rep: rep2 rep3)
*------------- end example ------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

Heise, David R. (1972). Employing nominal variables,
induced variables, and block variables in path
analysis.  Sociological Methods&  Research, 1(2):
147--173.

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

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

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```
```Ok! That was very helpful!
Thanks a lot!

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
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```