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Re: st: Brant test after oprobit: Help with syntax?
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Brant test after oprobit: Help with syntax?
Date
Mon, 13 Sep 2010 18:20:02 -0500
At 08:22 AM 9/13/2010, Andreas Tiemann wrote:
Dear Stata Listers,
I'm trying to conduct a Brant test after running an ordered probit
regression. The test is "canned" into the file brant.ado for
postestimation after ologit. While Greene & Hensher describe how to
adjust the test to the oprobit setting, there is no syntax/ado
available.
There are at least two ways of doing tests very similar to brant
using probit models. Download and install -omodel- and/or -gologit2-
from SSC. Here is an example using both commands:
use "http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta";, clear
omodel probit warm yr89 male white age ed prst
gologit2 warm yr89 male white age ed prst, pl sto(oprobit) link(p)
gologit2 warm yr89 male white age ed prst, npl sto(goprobit) link(p)
lrtest oprobit goprobit, stats
gologit2 also offers a means to relax constraints on those variables
that violate the parallel lines assumption. For more, see the support page at
http://www.nd.edu/~rwilliam/gologit2/index.html
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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