Re: st: ologit, gologit2, mlogit?

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

mlogit may be your best bet (although there are a few other choices, 
such as slogit). But, just from what you say, I wonder if your model 
is too complicated and/or you are spreading your data too thin. You 
might consider combining categories of the ordinal variable (at least 
if some have very small frequencies), or using fewer variables, or 
(if using autofit with gologit2) use the .01 level of significance. 
gologit2 troubleshooting tips are at

http://www3.nd.edu/~rwilliam/gologit2/tsfaq.html

You might also want to assess how substantively important the 
violations are -- you give up a lot of parsimony when you switch from 
ologit to mlogit, and it may not be worth it if the violations are 
substantively trivial. You might consider using BIC tests as an 
alternative criterion for rejecting the proportional odds model, e.g. 
do something like

gologit2 y x1 x2 x3, pl sto(ologit)
gologit2 y x1 x2 x3, npl sto(gologit)
lrtest ologit gologit, stats

The likelihood ratio test is similar to the Brant test. But, you'll 
also get BIC stats reported, and it is possible that the BICs might 
favor the ologit model even if the LR test says to reject it.

At 03:57 AM 7/8/2013, John Antonakis wrote:
> Hi:
>
> I have model, having a dependent variable with 5 categories that are 
> ordered. The model violates the assumptions of the -brant- test 
> (after ologit estimation). It also produces predicted probabilities 
> of less than zero in the user-written command (from SSC) -gologit2- 
> (generalized ordered logit); in addition, I can only estimate a 
> partial model because I can't estimate the full model with some dummy controls.
>
> I think that the only option I have available is to estimate a 
> -mlogit- model, which makes no assumptions on the ordering or on the 
> proporational odds assumption (brant).
>
> Does anyone know of any literature to support my intuition on this point?
>
> Or are there any other ways to estimate this model with Stata?
>
> Thanks!
> John.
>
> --
> __________________________________________
>
> John Antonakis
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>
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Richard Williams, Notre Dame Dept of Sociology
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