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Re: st: Brant test interpretation with categorical variables
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: Brant test interpretation with categorical variables
Date
Fri, 18 Mar 2011 09:09:47 -0500
At 06:14 AM 3/18/2011, Massimiliano Volpi wrote:
Dear Statalisters,
I would like to ask for your help in the interpretation of the
results from Brant test (SPost, Scott Long).
I am using a number of categorical variables that I expand into
dummy variables with the command xi. I have tested my model with
Brant and it tipically turns out that only one of the dummies within
each categorical variable (which in my case represent the importance
of motivations: irrelevant, of little importance, important, etc)
violates the assumption of parallel lines.
So, I would like to ask whether you would suggest to do a LR test to
check whether all the dummies within the same categorical variable
simultaneously violate the assumption or whether just one
"sub-category" (a single dummy value) is enough to consider the
hypothesis to be violated (of course the question only makes sense
if the LR test does not reject the parallel line assumption for all
the dummies in the same category).
It is probably more an econometric question than just one about
Stata, but I am getting confused.
Thanks.
Keep in mind that several tests are being made. Therefore, the
probability of finding one variable that violates the proportional
odds assumption is actually much greater than .05. Doing something
like a Bonferroni adjustment, or using a more stringent level of
significance, e.g. .01, is reasonable and probably even desirable.
If you want to test the dummies as a block, you can do so with
gologit2, available from SSC. Something like
gologit2 y dummy1 dummy2 dummy3 x1 x2, pl sto(m1)
gologit2 y dummy1 dummy2 dummy3 x1 x2, npl(dummy1 dummy2 dummy3) sto(m2)
lrtest m1 m2
-------------------------------------------
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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