st: New version of oglm and oglm9 now available

[Richard Williams <richardwilliams.ndu@gmail.com>]

Thanks to Kit Baum, a new version of oglm is now available on SSC. 
The new version requires Stata 11.1 and works with factor variables 
and the margins command. Those with Stata 9 and 10 should use the old 
version of oglm, which has been renamed oglm9. Special thanks to 
Kerry Kammire, who played a major role in helping me get oglm updated 
for Stata 11.

oglm estimates Ordinal Generalized Linear Models. When these models 
include equations for heteroskedasticity they are also known as 
heterogeneous choice/ location-scale / heteroskedastic ordinal 
regression models. oglm supports multiple link functions, including 
logit (the default), probit, complementary log-log, log-log and 
cauchit. SPSS's PLUM routine helped to inspire oglm and provided a 
means for double-checking the accuracy of the program.

When an ordinal regression model incorrectly assumes that error 
variances are the same for all cases, the standard errors are wrong 
and (unlike OLS regression) the parameter estimates are 
biased.  Heterogeneous choice/ location-scale models explicitly 
specify the determinants of heteroskedasticity in an attempt to 
correct for it.  Further, these models can be used when the 
variance/variability of underlying attitudes is itself of substantive 
interest.  Alvarez and Brehm (1995), for example, argued that 
individuals whose core values are in conflict will have a harder time 
making a decision about abortion and will hence have greater 
variability/error variances in their responses.

"Fitting Heterogeneous Choice Models with oglm" appears in the most 
recent issue of The Stata Journal. Besides showing how to use the 
program, the paper shows how Allison's (1999) model for comparing 
logit and probit coefficients across groups, and Hauser and Andrew's 
(2006) Logistic Response Model with Proportionality Constraints 
(LRPC), are special cases or reparameterizations of the heterogeneous 
choice model and can be estimated with oglm.

For more on oglm, see

http://www.nd.edu/~rwilliam/oglm/index.html


References:

Allison, P. D. 1999. Comparing logit and probit coefficients across 
groups. Sociological Methods and Research 28: 186-208.

Hauser, R. M., and M. Andrew. 2006. Another look at the 
stratification of educational transitions: The logistic response 
model with partial proportionality constraints. Sociological 
Methodology 36: 1-26.

Williams, Richard. 2009. Using heterogenous choice models to compare 
logit and probit coefficients across groups. Sociological Methods & 
Research 37: 531-559.

Williams, Richard.  2010. "Fitting Heterogeneous Choice Models with 
oglm." The Stata Journal 10(4):540-567.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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