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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Random thresholds in ordered logit/probit in -gllamm- |
Date | Sun, 28 Nov 2010 16:26:24 +0000 (GMT) |
--- On Sun, 28/11/10, Kristian Karlson wrote: > Stas, I hope it is okay with one more > remark on the random thresholds in ordered probit/logit. I > came across the following paper by sociologists Breen and > Luijkx, > http://smr.sagepub.com/content/early/2010/04/15/0049124110366240. > They estimate a model with heterogeneous thresholds. They > present a latent class ordered logit model with > heterogeneous thresholds and locations You can see an ordered logit model as a set of logit models that model the odds getting more than that category versus that category and all lower categories, whereby the coefficients are constrained to be equal across the models (except the constant, which is modeled by the thresholds). Maybe you can trick Stata into estimating your model by estimating your model by way of these separate logits. You would loose the power obtained by the assumption that all the effects are constant across models, but that assumption is often doubtful anyhow. Than again, such models are really not my taste. They tend to move too far away from the data, and you tend to end up in a no-win-situattion. If the model confirms what we know from simpler models than all is fine (but nothing is won), and if they do not confirm what we already knew than we do not know whether the difference is due to some strong assumptions we had to impose to be able to estimate the model or whether this is a real new find, so in that case we have not won anything either. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/