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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Ologit question |

Date |
Wed, 31 Oct 2012 16:36:16 +0100 |

On Wed, Oct 31, 2012 at 4:00 PM, Anat (Manes) Tchetchik wrote: > so If the null is rejected for all tests (which is just what I received now: > . test _b[cut1:_cons]=_b[cut3:_cons], accum > > ( 1) [cut1]_cons - [cut2]_cons = 0 > ( 2) [cut1]_cons - [cut3]_cons = 0 > > chi2( 2) = 48.22 > Prob > chi2 = 0.0000 On Wed, Oct 31, 2012 at 2:23 PM, Anat (Manes) Tchetchik wrote: > I ran an Ologit and received the following cutoffs: > > Coef. Std. Err. 95% Conf. Interval] > /cut1 | -1.798009 2.900799 -7.483471 3.887453 > /cut2 | .7973023 2.793147 -4.677166 6.271771 > /cut3 | 2.902347 2.794626 -2.57502 8.379713 So how is it possible that the confidence intervals for the cut values are so wide and clearly overlap, but a test rejects the null hypothesis that the cut values are equal? The answer is that the confidence intervals don't use the covariances in the sampling distribution of these parameters. How could they? Confidence intervals refer only to their parameter not to any other parameters. However a test of equality of one or more of these parameters should take that covariance into account. If you type -estat vce- after you estimated your -ologit- model you'll see that the covariances between the cut values are substantial. This is the reason why -test- and the confidence intervals give so different conclusions and why you should use -test- to perform such tests and not look at overlapping confidence intervals. -- Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Ologit question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**Re: st: Ologit question***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Ologit question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**Re: st: Ologit question***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Ologit question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**Re: st: Ologit question***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: Ologit question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

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