Re: st: Brant test interpretation with categorical variables

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- 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
--------------------------


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/