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Re: st: statistical significance of cut points in ordered logit
From
Tirthankar Chakravarty <[email protected]>
To
[email protected]
Subject
Re: st: statistical significance of cut points in ordered logit
Date
Mon, 17 May 2010 17:40:40 +0530
Grace,
That is not how it works. There is an error term involved in these
probability calculations as well. Specifically, for the observation
where xb=16.55703,
Pr(y=1|x) = Pr(xb+u <= cut1) = Pr(u <= -.1289)
which, together with the assumed logistic distribution for the "u"s
implies Pr(y=1|x) = invlogit(-.1289) = .46781954. Similarly,
Pr(y=2|x) = Pr(cut1 <= xb+u <= cut2) = Pr(-.1289 <= u <= 1.56567) =
invlogit(1.56567)-invlogit(-.1289) = .35934591
and so on. If you were to write off the error term i.e., base
inference on the expected probabilities (xb), you'd have certainties
and not probabilities.
T
2010/5/17 Martin Weiss <[email protected]>:
>
> <>
>
> " I got the material http://www.nd.edu/~rwilliam/xsoc63993/l91.pdf provided
> by Maarten, which is helpful."
>
>
>
> Just to be sure, the material you are referring to is provided by Richard
> Williams, Maarten probably pointed you to it.
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Grace Jessie
> Gesendet: Montag, 17. Mai 2010 13:47
> An: [email protected]
> Betreff: Re: st: statistical significance of cut points in ordered logit
>
>
> Statalists,
> I got the material http://www.nd.edu/~rwilliam/xsoc63993/l91.pdf provided by
> Maarten, which is helpful. Thank you!
> After typing the following in the Stata, I found some obersavtions were
> suprising to me(see table A). In table A, For example,xb[1] is obviously
> bigger than the coefficient of cut1,so the value for Y should equal 2.
> However, from the values for pr1 pr2 pr3, the value for pr1 is the biggest,
> which means the most likely outcome for Y is 1. Why not consistent? The
> doubt with other observations in table A is the same.
> Additionally, what does the statistical significance of cut points in
> ordered logit mean, which has not been answered in the posting before? I
> found there are no z or P>|z| for cut points, though I could get it.
>
> use http://www.nd.edu/~rwilliam/stats2/statafiles/shuttle2.dta, clear
> ologit distress date temp, nolog
> Ordered logistic regression Number of obs =
> 23
> LR chi2(2) =
> 12.32
> Prob> chi2 =
> 0.0021
> Log likelihood = -18.79706 Pseudo R2 =
> 0.2468
> ----------------------------------------------------------------------------
> --
> distress | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+--------------------------------------------------------------
> --
> date | .003286 .0012662 2.60 0.009 .0008043
> .0057677
> temp | -.1733752 .0834473 -2.08 0.038 -.336929
> -.0098215
> -------------+--------------------------------------------------------------
> --
> /cut1 | 16.42813 9.554813 -2.29896
> 35.15522
> /cut2 | 18.12227 9.722293 -.9330729
> 37.17761
> ----------------------------------------------------------------------------
> --
> predict xb,xb
> predict pr1 pr2 pr3
>
> table A
> +--------------------------------------------------------------------+
> | distress date temp xb pr1 pr2 pr3 |
> |--------------------------------------------------------------------|
> | None 8732 70 16.55703 .4678189 .359285 .1728961 |
> | 1 or 2 9341 81 16.65107 .4444934 .3687458 .1867608 |
> | 3 plus 9434 75 17.99692 .1723883 .3589076 .468704 |
> | 1 or 2 9461 76 17.91227 .1848028 .3675054 .4476918 |
> +--------------------------------------------------------------------+
> Hope for any help!
>
> Regards,
> Grace
>
>
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--
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recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
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