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

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

From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Brant's Test for Parallel Lines |

Date |
Fri, 14 Oct 2011 17:03:42 -0400 |

At 04:36 PM 10/14/2011, Stephen Clark wrote:

Hello, I have an ordered logit model that uses a large amount of data, 2.5 million cases. Brant's test for parallel lines is significant (p>chi2 = 0.00) which suggest that the model I am using is inappropriate. However, I have found various references that suggest the test is pessimistic with very large samples - highlighting small differences that are not actually critical. I cannot get access to Brant original paper so I would welcome some advice as to whether this is likely to be the case here. Is there a better test available for large samples?

use "http://www.stata-press.com/data/r12/nhanes2f";, clear gologit2 health female black rural, pl sto(ologit) gologit2 health female black rural, npl sto(gologit) lrtest ologit gologit, stats The last command yields Likelihood-ratio test LR chi2(9) = 56.11 (Assumption: ologit nested in gologit) Prob > chi2 = 0.0000 ----------------------------------------------------------------------------- Model | Obs ll(null) ll(model) df AIC BIC -------------+--------------------------------------------------------------- ologit | 10335 -15764.4 -15614.23 7 31242.46 31293.16 gologit | 10335 -15764.4 -15586.17 16 31204.35 31320.24 ----------------------------------------------------------------------------- Note: N=Obs used in calculating BIC; see [R] BIC note

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/

**References**:**st: Brant's Test for Parallel Lines***From:*"Stephen Clark" <stephen.d.clark@ntlworld.com>

- Prev by Date:
**Re: st: Brant's Test for Parallel Lines** - Next by Date:
**st: -cbarplot- available from SSC** - Previous by thread:
**Re: st: Brant's Test for Parallel Lines** - Next by thread:
**st: -cbarplot- available from SSC** - Index(es):