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Re: st: Test of ordered probit vs ordinary probits
At 04:01 PM 10/31/2007, Partha Deb wrote:
As I understand it, Richard's test is of ordered versus unordered
probits / logits, rather than binary probit versus ordered multinomial probit.
I believe that is one possible reason the test could fail, i.e. if
the variable isn't really ordinal you can reject the hyp of equal
coefficients. But, the help for omodel says
"omodel is an alternative to ologit and oprobit for estimating
ordered logit and probit models. It produces the same results but it
also reports an approximate likelihood-ratio test of whether the
coefficients are equal across categories (i.e. a test of the
proportional-odds assumption if logit is the requested model)."
And, omodel generally produces almost the exact same results as
-brant- and -gologit2-.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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