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RE: st: score test for the parallel regression assumption


From   Cameron McIntosh <[email protected]>
To   STATA LIST <[email protected]>
Subject   RE: st: score test for the parallel regression assumption
Date   Tue, 22 May 2012 20:51:54 -0400

There are some other alternatives to the score test:

Abeysekera, W.W.M., & Sooriyarachchi, R. (2008). A novel method for testing goodness of fit of a proportional odds model: an application to an AIDS study. Journal of the National Science Foundation of Sri, 36(2), 125-135. http://archive.cmb.ac.lk/research/bitstream/70130/327/1/144-1062-1-PB%5B1%5D.pdf

Lipsitz S.R., Fitzmaurice G.M. & Molenberghs G. (1996). Goodness-of-Fit tests for ordinal response regression models. Applied Statistics, 45(2), 175-190.

Pulkstenis, E., & Robinson, T.J. (2004). Goodness-of-fit tests for ordinal response regression models. Statistics in Medicine, 23(6), 999-1014.

Cam

> From: [email protected]
> To: [email protected]
> Subject: Re: st: score test for the parallel regression assumption
> Date: Tue, 22 May 2012 21:12:02 +0100
> 
> On Tue, May 22 2012, Richard Williams wrote:
> 
> > The score test is different. It is a LaGrange Multiplier test, and my
> > impression (hopefully wrong!) is that Stata does not have many good
> > built-in routines for such tests. The SAS documentation for the test is
> > at
> 
> Hm.  I downloaded the helpful paper Stas Kolenikov pointed to the other
> day (http://www.citeulike.org/user/ctacmo/article/890474) so there is
> every chance I will have a notion of what LaGrange Multipliers are,
> before long :-)
> 
> Brendan
> -- 
> Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
> Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
> mailto:[email protected]    ULSociology on Facebook: http://on.fb.me/fjIK9t
> http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology
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