Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Generalised interval regression


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   RE: st: Generalised interval regression
Date   Mon, 4 Dec 2006 16:14:08 +0100

--- Mentzakis, Emmanouil wrote: 
> I have a dependent variable (hours of an activity per week) that is
> given in intrevals. Thus, 0-20, 21-60, 61-100.
> 
> However, if I understand correctly, the goprobit and the gologit2 are
> able to give different effects for explanatory variable according to the
> levels in the dependent (i.e relax the parallel line assumption). 
> 
> And I was wondering if there is any code to do the same thing when the
> dependent varaiabel is not specified simply as ordinal but as intervals.
> 
> I know that I could recode my dependent in order to have it as ordinal
> (i.e. no intervals specified) but I would like to use the intrevals
> information that I have (i.e. the cut-offs would not need to be
> estimated). Additionaly the knowledge of the cut-offs allows me to know
> the scale of the variable. 

With such a dependent variable, I would look at -intreg-. If you want to 
think that the effects for the different intervals differ, then you think 
that the effect isn't linear in the latent variable (hours of activity per 
week). If you specify the functional form you expect that effect to have, 
you could make some progress along those lines, i.e. build your own 
likelihood function. However, I would at least start with just -intreg- and 
the assumption of a linear effect on hours of activity. 

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index