Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Random thresholds in ordered logit/probit in -gllamm-

From   Kristian Karlson <>
Subject   Re: st: Random thresholds in ordered logit/probit in -gllamm-
Date   Sun, 28 Nov 2010 11:24:29 +0100

Stas, I hope it is okay with one more remark on the random thresholds in ordered probit/logit. I came across the following paper by sociologists Breen and Luijkx, They estimate a model with heterogeneous thresholds. They present a latent class ordered logit model with heterogeneous thresholds and locations (see, e.g., page 18). They model the threshold-heterogeneity by letting the scale vary across latent classes. They use LEM ( Do you think it would be possible to estimate that model with -gllamm-? As I see it, -gllamm- doesn't allow the scale to be random (but only a function of observed covariates, just as with the -thresh/ethresh- options, as you mentioned).
Best, Kristian

Den 27-11-2010 23:57, Stas Kolenikov skrev:
I guess you would do that with -thresh()- or -ethresh()- option, but
-gllamm- only allows to use observed variables rather than random
effects. There are good reasons for that: the thresholds are collinear
with the constant (and when you estimate a model with the thresholds,
you cannot estimate the constant term; so if you try to get random
thresholds, you'd have to forego the random intercepts, as well). I
would imagine that without additional strong identification
conditions, the model would just fall apart if you had random
thresholds in the model.

I think the paper you mentioned describes essentially a -gllamm,
thresh()- model with a single random effect which essentially shifts
all thresholds together for a given individual (although you would
need to have repeated measurements for an individual to identify it).
The author may have re-written it in Mata to speed it up, but I don't
see anything in the abstract that goes beyond -gllamm-, frankly.

On Sat, Nov 27, 2010 at 3:17 AM, Kristian Karlson
<>  wrote:

I want to estimate an ordered probit/logit model with random thresholds.
That is, the thresholds should vary across individuals. I have tried using
-gllamm-, but I fail to see how I must specify -gllamm- in order for the
thresholds to be random. I am specifically interested in this heterogeneity.
Can anyone help me on that?

In passing, I note that I came across a paper dealing with these issues,, but I can't identify
which command the paper refers to.

Best wishes,
*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index