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Re: st: oligit interpretation
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: oligit interpretation
Date
Mon, 22 Oct 2012 11:14:07 +0200
You can define multiple dependent variables, and thus multiple
marginal effects, for this model. You seem to have three categories
for your dependent variable, so you can look at the probability of
getting category 1, getting category 2, or getting category 3. So that
is already three different outcomes you can look at. Moreover, you
have the latent variable. Than you can look at the odds of ending up
in category 2 versus 1 and the odds of ending up in category 3 versus
1 or 2.
So your first step needs to be to define more precisely what it is
exactly what you want to know. You'll probably will have to get access
to (and read) a book like:
<http://www.stata.com/bookstore/regression-models-categorical-dependent-variables/>.
-- Maarten
On Mon, Oct 22, 2012 at 10:09 AM, Lynn Lee <[email protected]> wrote:
> Dear all,
>
> I am not sure how to interpret the marginal effect in ordered logit model.
>
> For example, in a ologit model, the coefficient of age is -0.03, (z=-17.43),
> the two threshold parameters are "/cut1=-1.4 , /cut2=0.95". I know that the
> latent dependent variable is decreasing with age (indicated by coefficient),
> but I do not know the exact marginal effect of age on dependent variable.
> Like in logit model, the maximum value of density is .25, so, it is easy to
> interpret the marginal effect of continuous regressor. But in ologit, there
> are several threshold parameters, is it still possible to use maximum value
> of density to interpret the marginal effect of continuous regressor?
>
> Any suggestion is appreciated.
>
> Best Regards,
> Lynn Lee
>
>
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
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