st: New version of gologit2

[Richard Williams <Richard.A.Williams.5@ND.edu>]

Thanks to Kit Baum, a new version of gologit2 is available from 
SSC.  This version includes some diagnostic measures and revisions in 
the help file that have been prompted by questions I have received.

An oddity of gologit/goprobit models is that it is possible to get 
negative predicted probabilities.  McCullaph & Nelder discuss this in 
Generalized Linear Models, 2nd edition, 1989, p. 155:

"The usefulness of non-parallel regression models is limited to some 
extent by the fact that the lines must eventually 
intersect.  Negative fitted values are then unavoidable for some 
values of x, though perhaps not in the observed range.  If such 
intersections occur in a sufficiently remote region of the x-space, 
this flaw in the model need not be serious."

This seems to be a fairly rare occurrence, and when it does occur 
there are often other problems with the analysis, e.g. the model is 
overly complicated and/or there are very small Ns for some categories 
of the response variable.  Combining categories or simplifying the 
model often helps. gologit2 will give a warning message whenever any 
in-sample predicted probabilities are negative.  If it is just a few 
cases, it may not be worth worrying about, but if there are many 
cases you may wish to modify your model, data, or sample, or use a 
different statistical technique altogether.

Additional information on gologit2, including a link to its 
troubleshooting FAQ, can be found at

http://www.nd.edu/~rwilliam/gologit2/index.html


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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