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RE: st: gologit2
At 08:14 PM 4/17/2008, David Jacobs wrote:
A student and I have about 1300 U.S. state-years in a pooled time
series analysis of a state legal outcome that is measured as an
ordinal scale (I plan to cluster on the state IDs to adjust for the
pooled nature of the data or to use the pooled ordinal estimators in
Limdep if I have to).
I understand, of course, how to use the BIC test to compare models,
but I don't understand how this test can be used to test for the
absence of proportionality in an ordinal logit of probit analysis.
Here is an example. You need gologit2, available from SSC:
. use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";
(77 & 89 General Social Survey)
. quietly ologit warm yr89 male white age ed prst
. est store proportional
. quietly gologit2 warm yr89 male white age ed prst
. est store nonproportional
. lrtest proportional nonproportional, stats force
Likelihood-ratio test LR chi2(12) = 49.20
(Assumption: proportional nested in nonproportio~l) Prob > chi2 = 0.0000
-----------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
proportional | 2293 -2995.77 -2844.912 9 5707.825 5759.463
nonproport~l | 2293 -2995.77 -2820.311 21 5682.622 5803.112
-----------------------------------------------------------------------------
Note: N=Obs used in calculating BIC; see [R] BIC note
The likelihood ratio test says to reject proportional odds. The BIC
test likes proportional odds better. I guess that makes the AIC test
the tiebreaker, and it likes nonproportional odds better. If you use
gologit2's -autofit- option, you can find an intermediate model that
fits best of all. For more on gologit2, see
http://www.nd.edu/~rwilliam/gologit2/index.html
By the way, I can't get slogit to work at all (the Stata rountine
won't give estimates) perhaps (?) because we have too many ranked
outcomes in this dependent variable.
How many outcomes do you have? In ologit, the limit is 50; I don't
know about slogit. If you provide some output we might be able to
make a better guess.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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