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Re: st: Brant test interpretation with categorical variables


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Brant test interpretation with categorical variables
Date   Fri, 18 Mar 2011 11:46:47 +0000 (GMT)

--- On Fri, 18/3/11, Massimiliano Volpi wrote:
> I would like to ask for your help in  the interpretation
> of the results from Brant test (SPost, Scott Long).
> I am using a number of categorical variables that I expand
> into dummy variables with the command xi. I have tested my
> model with Brant and it typically turns out that only one of
> the dummies within each categorical variable (which in my
> case represent the importance of motivations: irrelevant, of
> little importance, important, etc) violates the assumption
> of parallel lines.
> So, I would like to ask whether you would suggest to do a
> LR test to check whether all the dummies within the same
> categorical variable simultaneously violate the assumption
> or whether just one "sub-category" (a single dummy value) is
> enough to consider the hypothesis to be violated (of course
> the question only makes sense if the LR test does not reject
> the parallel line assumption for all the dummies in the same
> category).

The likelihood ratio test and Brant test are asymptotically
equivalent, so there is little added value of going that 
route. You can use -glogit2- to accomadate your one non-
paralel variable (type in Stata: -ssc install glogit2-). 

Hope this helps,
Maarten

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

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


      

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