Dear Statalists,
I have a question related to the parallel regression assumption in a ordered logit model.
My current models are estimated using ologit. But brant test shows the parallel regression assumption has been violated. I was wondering if this is due my sample size (over 7000).
I considered using a BIC test with gologit2 instead of brant. BIC test prefers ologit over gologit (AIC favours gologit).
However, a warning of having "an outcome with a predicted probability that is less than 0" showed up. The number of cases can be as high as 10% of the total sample size.
Questions:
1. Is it justifiable to use the BIC test and ignore the warning? gologit, npl is not used to estimate coefficients or p-values. My plan is only using it as BIC test.
2. I prefer using ologit. By any chance can I ignore the brant test and keep ologit ?
I will report the brant test in footnotes. My outcome variables are 5-level social class and educational qualifications.
ologit
gologit
LRTEST
Brant test after ologit
I have a question related to the parallel regression assumption in a ordered logit model.
My current models are estimated using ologit. But brant test shows the parallel regression assumption has been violated. I was wondering if this is due my sample size (over 7000).
I considered using a BIC test with gologit2 instead of brant. BIC test prefers ologit over gologit (AIC favours gologit).
However, a warning of having "an outcome with a predicted probability that is less than 0" showed up. The number of cases can be as high as 10% of the total sample size.
Questions:
1. Is it justifiable to use the BIC test and ignore the warning? gologit, npl is not used to estimate coefficients or p-values. My plan is only using it as BIC test.
2. I prefer using ologit. By any chance can I ignore the brant test and keep ologit ?
I will report the brant test in footnotes. My outcome variables are 5-level social class and educational qualifications.
ologit
Code:
gologit2 va i.vb i.v1 i.v2 i.v3 i.v4 i.v5 c.v6 ///
> c.v7 c.v7##c.v7 i.v8 i.v9 i.v10, ///
> pl sto(ologit) nolog
note: v7 omitted because of collinearity
Generalized Ordered Logit Estimates Number of obs = 7,279
LR chi2(28) = 1941.19
Prob > chi2 = 0.0000
Log likelihood = -9545.002 Pseudo R2 = 0.0923
( 1) [1]2.vb - [2]2.vb = 0
( 2) [1]3.vb - [2]3.vb = 0
( 3) [1]4.vb - [2]4.vb = 0
( 4) [1]5.vb - [2]5.vb = 0
( 5) [1]2.v1 - [2]2.v1 = 0
( 6) [1]3.v1 - [2]3.v1 = 0
( 7) [1]4.v1 - [2]4.v1 = 0
( 8) [1]5.v1 - [2]5.v1 = 0
( 9) [1]2.v2 - [2]2.v2 = 0
(10) [1]3.v2 - [2]3.v2 = 0
(11) [1]4.v2 - [2]4.v2 = 0
(12) [1]5.v2 - [2]5.v2 = 0
(13) [1]2.v3 - [2]2.v3 = 0
(14) [1]3.v3 - [2]3.v3 = 0
(15) [1]4.v3 - [2]4.v3 = 0
(16) [1]5.v3 - [2]5.v3 = 0
(17) [1]2.v4 - [2]2.v4 = 0
(18) [1]3.v4 - [2]3.v4 = 0
(19) [1]4.v4 - [2]4.v4 = 0
(20) [1]5.v4 - [2]5.v4 = 0
(21) [1]1.v5 - [2]1.v5 = 0
(22) [1]v6 - [2]v6 = 0
(23) [1]v7 - [2]v7 = 0
(24) [1]c.v7#c.v7 - [2]c.v7#c.v7 = 0
(25) [1]2.v8 - [2]2.v8 = 0
(26) [1]3.v8 - [2]3.v8 = 0
(27) [1]2.v9 - [2]2.v9 = 0
(28) [1]2.v10 - [2]2.v10 = 0
(29) [2]2.vb - [3]2.vb = 0
(30) [2]3.vb - [3]3.vb = 0
(31) [2]4.vb - [3]4.vb = 0
(32) [2]5.vb - [3]5.vb = 0
(33) [2]2.v1 - [3]2.v1 = 0
(34) [2]3.v1 - [3]3.v1 = 0
(35) [2]4.v1 - [3]4.v1 = 0
(36) [2]5.v1 - [3]5.v1 = 0
(37) [2]2.v2 - [3]2.v2 = 0
(38) [2]3.v2 - [3]3.v2 = 0
(39) [2]4.v2 - [3]4.v2 = 0
(40) [2]5.v2 - [3]5.v2 = 0
(41) [2]2.v3 - [3]2.v3 = 0
(42) [2]3.v3 - [3]3.v3 = 0
(43) [2]4.v3 - [3]4.v3 = 0
(44) [2]5.v3 - [3]5.v3 = 0
(45) [2]2.v4 - [3]2.v4 = 0
(46) [2]3.v4 - [3]3.v4 = 0
(47) [2]4.v4 - [3]4.v4 = 0
(48) [2]5.v4 - [3]5.v4 = 0
(49) [2]1.v5 - [3]1.v5 = 0
(50) [2]v6 - [3]v6 = 0
(51) [2]v7 - [3]v7 = 0
(52) [2]c.v7#c.v7 - [3]c.v7#c.v7 = 0
(53) [2]2.v8 - [3]2.v8 = 0
(54) [2]3.v8 - [3]3.v8 = 0
(55) [2]2.v9 - [3]2.v9 = 0
(56) [2]2.v10 - [3]2.v10 = 0
(57) [3]2.vb - [4]2.vb = 0
(58) [3]3.vb - [4]3.vb = 0
(59) [3]4.vb - [4]4.vb = 0
(60) [3]5.vb - [4]5.vb = 0
(61) [3]2.v1 - [4]2.v1 = 0
(62) [3]3.v1 - [4]3.v1 = 0
(63) [3]4.v1 - [4]4.v1 = 0
(64) [3]5.v1 - [4]5.v1 = 0
(65) [3]2.v2 - [4]2.v2 = 0
(66) [3]3.v2 - [4]3.v2 = 0
(67) [3]4.v2 - [4]4.v2 = 0
(68) [3]5.v2 - [4]5.v2 = 0
(69) [3]2.v3 - [4]2.v3 = 0
(70) [3]3.v3 - [4]3.v3 = 0
(71) [3]4.v3 - [4]4.v3 = 0
(72) [3]5.v3 - [4]5.v3 = 0
(73) [3]2.v4 - [4]2.v4 = 0
(74) [3]3.v4 - [4]3.v4 = 0
(75) [3]4.v4 - [4]4.v4 = 0
(76) [3]5.v4 - [4]5.v4 = 0
(77) [3]1.v5 - [4]1.v5 = 0
(78) [3]v6 - [4]v6 = 0
(79) [3]v7 - [4]v7 = 0
(80) [3]c.v7#c.v7 - [4]c.v7#c.v7 = 0
(81) [3]2.v8 - [4]2.v8 = 0
(82) [3]3.v8 - [4]3.v8 = 0
(83) [3]2.v9 - [4]2.v9 = 0
(84) [3]2.v10 - [4]2.v10 = 0
------------------------------------------------------------------------------
va | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1 |
vb |
2 | .9354747 .0916725 10.20 0.000 .7558 1.115149
3 | 1.330913 .0643736 20.67 0.000 1.204743 1.457083
4 | 1.824894 .0692276 26.36 0.000 1.689211 1.960578
5 | 2.567934 .0920257 27.90 0.000 2.387567 2.748301
|
v1 |
2 | .0510374 .0898897 0.57 0.570 -.1251431 .2272179
3 | .1460976 .0763766 1.91 0.056 -.0035979 .295793
4 | .0881399 .0765471 1.15 0.250 -.0618896 .2381694
5 | .1695604 .0663425 2.56 0.011 .0395315 .2995894
|
v2 |
2 | .1110186 .0695059 1.60 0.110 -.0252106 .2472477
3 | .0503031 .0765351 0.66 0.511 -.0997029 .2003091
4 | .2182135 .0814266 2.68 0.007 .0586203 .3778066
5 | .3616781 .0719075 5.03 0.000 .2207421 .5026142
|
v3 |
2 | .0735787 .1019591 0.72 0.471 -.1262574 .2734149
3 | .1311861 .0866132 1.51 0.130 -.0385727 .3009449
4 | .1515616 .0856373 1.77 0.077 -.0162843 .3194076
5 | .2269051 .0841826 2.70 0.007 .0619102 .3919
|
v4 |
2 | .008858 .1030983 0.09 0.932 -.1932109 .2109269
3 | -.1552937 .0972472 -1.60 0.110 -.3458946 .0353073
4 | -.2228292 .0894085 -2.49 0.013 -.3980666 -.0475918
5 | -.0138213 .089547 -0.15 0.877 -.1893302 .1616876
|
v5 |
1 | -.2589323 .0618058 -4.19 0.000 -.3800695 -.137795
|
v6 | -.2440731 .04129 -5.91 0.000 -.3250001 -.1631462
v7 | -.1243455 .0249541 -4.98 0.000 -.1732546 -.0754365
v7 | 2.13e-16 (omitted)
|
c.v7#c.v7 | .0014062 .0003278 4.29 0.000 .0007637 .0020487
|
v8 |
2 | -.1233608 .0884532 -1.39 0.163 -.2967259 .0500043
3 | -.2117187 .1053018 -2.01 0.044 -.4181064 -.005331
|
v9 |
2 | .5615378 .0564712 9.94 0.000 .4508563 .6722194
|
v10 |
2 | -.1832669 .0455544 -4.02 0.000 -.272552 -.0939819
|
_cons | 3.725493 .5789558 6.43 0.000 2.590761 4.860226
-------------+----------------------------------------------------------------
2 |
vb |
2 | .9354747 .0916725 10.20 0.000 .7558 1.115149
3 | 1.330913 .0643736 20.67 0.000 1.204743 1.457083
4 | 1.824894 .0692276 26.36 0.000 1.689211 1.960578
5 | 2.567934 .0920257 27.90 0.000 2.387567 2.748301
|
v1 |
2 | .0510374 .0898897 0.57 0.570 -.1251431 .2272179
3 | .1460976 .0763766 1.91 0.056 -.0035979 .295793
4 | .0881399 .0765471 1.15 0.250 -.0618896 .2381694
5 | .1695604 .0663425 2.56 0.011 .0395315 .2995894
|
v2 |
2 | .1110186 .0695059 1.60 0.110 -.0252106 .2472477
3 | .0503031 .0765351 0.66 0.511 -.0997029 .2003091
4 | .2182135 .0814266 2.68 0.007 .0586203 .3778066
5 | .3616781 .0719075 5.03 0.000 .2207421 .5026142
|
v3 |
2 | .0735787 .1019591 0.72 0.471 -.1262574 .2734149
3 | .1311861 .0866132 1.51 0.130 -.0385727 .3009449
4 | .1515616 .0856373 1.77 0.077 -.0162843 .3194076
5 | .2269051 .0841826 2.70 0.007 .0619102 .3919
|
v4 |
2 | .008858 .1030983 0.09 0.932 -.1932109 .2109269
3 | -.1552937 .0972472 -1.60 0.110 -.3458946 .0353073
4 | -.2228292 .0894085 -2.49 0.013 -.3980666 -.0475918
5 | -.0138213 .089547 -0.15 0.877 -.1893302 .1616876
|
v5 |
1 | -.2589323 .0618058 -4.19 0.000 -.3800695 -.137795
|
v6 | -.2440731 .04129 -5.91 0.000 -.3250001 -.1631462
v7 | -.1243455 .0249541 -4.98 0.000 -.1732546 -.0754365
v7 | 2.50e-17 (omitted)
|
c.v7#c.v7 | .0014062 .0003278 4.29 0.000 .0007637 .0020487
|
v8 |
2 | -.1233608 .0884532 -1.39 0.163 -.2967259 .0500043
3 | -.2117187 .1053018 -2.01 0.044 -.4181064 -.005331
|
v9 |
2 | .5615378 .0564712 9.94 0.000 .4508563 .6722194
|
v10 |
2 | -.1832669 .0455544 -4.02 0.000 -.272552 -.0939819
|
_cons | 2.861834 .5784971 4.95 0.000 1.728001 3.995667
-------------+----------------------------------------------------------------
3 |
vb |
2 | .9354747 .0916725 10.20 0.000 .7558 1.115149
3 | 1.330913 .0643736 20.67 0.000 1.204743 1.457083
4 | 1.824894 .0692276 26.36 0.000 1.689211 1.960578
5 | 2.567934 .0920257 27.90 0.000 2.387567 2.748301
|
v1 |
2 | .0510374 .0898897 0.57 0.570 -.1251431 .2272179
3 | .1460976 .0763766 1.91 0.056 -.0035979 .295793
4 | .0881399 .0765471 1.15 0.250 -.0618896 .2381694
5 | .1695604 .0663425 2.56 0.011 .0395315 .2995894
|
v2 |
2 | .1110186 .0695059 1.60 0.110 -.0252106 .2472477
3 | .0503031 .0765351 0.66 0.511 -.0997029 .2003091
4 | .2182135 .0814266 2.68 0.007 .0586203 .3778066
5 | .3616781 .0719075 5.03 0.000 .2207421 .5026142
|
v3 |
2 | .0735787 .1019591 0.72 0.471 -.1262574 .2734149
3 | .1311861 .0866132 1.51 0.130 -.0385727 .3009449
4 | .1515616 .0856373 1.77 0.077 -.0162843 .3194076
5 | .2269051 .0841826 2.70 0.007 .0619102 .3919
|
v4 |
2 | .008858 .1030983 0.09 0.932 -.1932109 .2109269
3 | -.1552937 .0972472 -1.60 0.110 -.3458946 .0353073
4 | -.2228292 .0894085 -2.49 0.013 -.3980666 -.0475918
5 | -.0138213 .089547 -0.15 0.877 -.1893302 .1616876
|
v5 |
1 | -.2589323 .0618058 -4.19 0.000 -.3800695 -.137795
|
v6 | -.2440731 .04129 -5.91 0.000 -.3250001 -.1631462
v7 | -.1243455 .0249541 -4.98 0.000 -.1732546 -.0754365
v7 | -1.64e-16 (omitted)
|
c.v7#c.v7 | .0014062 .0003278 4.29 0.000 .0007637 .0020487
|
v8 |
2 | -.1233608 .0884532 -1.39 0.163 -.2967259 .0500043
3 | -.2117187 .1053018 -2.01 0.044 -.4181064 -.005331
|
v9 |
2 | .5615378 .0564712 9.94 0.000 .4508563 .6722194
|
v10 |
2 | -.1832669 .0455544 -4.02 0.000 -.272552 -.0939819
|
_cons | 2.425186 .5782236 4.19 0.000 1.291889 3.558484
-------------+----------------------------------------------------------------
4 |
vb |
2 | .9354747 .0916725 10.20 0.000 .7558 1.115149
3 | 1.330913 .0643736 20.67 0.000 1.204743 1.457083
4 | 1.824894 .0692276 26.36 0.000 1.689211 1.960578
5 | 2.567934 .0920257 27.90 0.000 2.387567 2.748301
|
v1 |
2 | .0510374 .0898897 0.57 0.570 -.1251431 .2272179
3 | .1460976 .0763766 1.91 0.056 -.0035979 .295793
4 | .0881399 .0765471 1.15 0.250 -.0618896 .2381694
5 | .1695604 .0663425 2.56 0.011 .0395315 .2995894
|
v2 |
2 | .1110186 .0695059 1.60 0.110 -.0252106 .2472477
3 | .0503031 .0765351 0.66 0.511 -.0997029 .2003091
4 | .2182135 .0814266 2.68 0.007 .0586203 .3778066
5 | .3616781 .0719075 5.03 0.000 .2207421 .5026142
|
v3 |
2 | .0735787 .1019591 0.72 0.471 -.1262574 .2734149
3 | .1311861 .0866132 1.51 0.130 -.0385727 .3009449
4 | .1515616 .0856373 1.77 0.077 -.0162843 .3194076
5 | .2269051 .0841826 2.70 0.007 .0619102 .3919
|
v4 |
2 | .008858 .1030983 0.09 0.932 -.1932109 .2109269
3 | -.1552937 .0972472 -1.60 0.110 -.3458946 .0353073
4 | -.2228292 .0894085 -2.49 0.013 -.3980666 -.0475918
5 | -.0138213 .089547 -0.15 0.877 -.1893302 .1616876
|
v5 |
1 | -.2589323 .0618058 -4.19 0.000 -.3800695 -.137795
|
v6 | -.2440731 .04129 -5.91 0.000 -.3250001 -.1631462
v7 | -.1243455 .0249541 -4.98 0.000 -.1732546 -.0754365
v7 | -1.32e-40 (omitted)
|
c.v7#c.v7 | .0014062 .0003278 4.29 0.000 .0007637 .0020487
|
v8 |
2 | -.1233608 .0884532 -1.39 0.163 -.2967259 .0500043
3 | -.2117187 .1053018 -2.01 0.044 -.4181064 -.005331
|
v9 |
2 | .5615378 .0564712 9.94 0.000 .4508563 .6722194
|
v10 |
2 | -.1832669 .0455544 -4.02 0.000 -.272552 -.0939819
|
_cons | 1.939493 .5779007 3.36 0.001 .8068289 3.072158
------------------------------------------------------------------------------
.
Code:
. gologit2 va i.vb i.v1 i.v2 i.v3 i.v4 i.v5 c.v6 ///
> c.v7 c.v7##c.v7 i.v8 i.v9 i.v10, ///
> npl sto(gologit)
note: v7 omitted because of collinearity
Generalized Ordered Logit Estimates Number of obs = 7,279
LR chi2(112) = 2538.64
Prob > chi2 = 0.0000
Log likelihood = -9246.277 Pseudo R2 = 0.1207
------------------------------------------------------------------------------
va | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1 |
vb |
2 | 1.057546 .1015163 10.42 0.000 .8585773 1.256514
3 | 1.378632 .0700381 19.68 0.000 1.24136 1.515904
4 | 1.968494 .0802388 24.53 0.000 1.811229 2.125759
5 | 2.412775 .1206646 20.00 0.000 2.176277 2.649274
|
v1 |
2 | .0011858 .1009543 0.01 0.991 -.1966811 .1990527
3 | .1286831 .0883769 1.46 0.145 -.0445323 .3018986
4 | .0889813 .0870517 1.02 0.307 -.0816369 .2595996
5 | .1769239 .0766116 2.31 0.021 .0267679 .3270799
|
v2 |
2 | .0981972 .0810137 1.21 0.225 -.0605867 .2569811
3 | .0451554 .0930535 0.49 0.627 -.137226 .2275368
4 | .1892947 .1000678 1.89 0.059 -.0068346 .385424
5 | .3006894 .0889552 3.38 0.001 .1263404 .4750384
|
v3 |
2 | -.0499873 .1120794 -0.45 0.656 -.2696588 .1696843
3 | .0058835 .0969007 0.06 0.952 -.1840385 .1958054
4 | .108186 .0972289 1.11 0.266 -.0823792 .2987512
5 | .1546271 .0960621 1.61 0.107 -.0336511 .3429052
|
v4 |
2 | -.0454071 .1138384 -0.40 0.690 -.2685264 .1777121
3 | -.1274106 .1103419 -1.15 0.248 -.3436768 .0888555
4 | -.1917055 .1016416 -1.89 0.059 -.3909193 .0075083
5 | .0114948 .1032079 0.11 0.911 -.190789 .2137785
|
v5 |
1 | -.2770506 .0788353 -3.51 0.000 -.431565 -.1225362
|
v6 | -.2819923 .0505387 -5.58 0.000 -.3810464 -.1829382
v7 | -.1596512 .0344204 -4.64 0.000 -.227114 -.0921885
v7 | 0 (omitted)
|
c.v7#c.v7 | .0018167 .0004687 3.88 0.000 .0008982 .0027353
|
v8 |
2 | -.0222869 .1076871 -0.21 0.836 -.2333496 .1887759
3 | -.1956593 .1261278 -1.55 0.121 -.4428652 .0515466
|
v9 |
2 | .6745173 .0679417 9.93 0.000 .541354 .8076806
|
v10 |
2 | -.0312754 .0536759 -0.58 0.560 -.1364783 .0739276
|
_cons | 4.599815 .7444705 6.18 0.000 3.14068 6.058951
-------------+----------------------------------------------------------------
2 |
vb |
2 | .8702234 .1082148 8.04 0.000 .6581263 1.08232
3 | 1.395972 .0758671 18.40 0.000 1.247275 1.544668
4 | 1.926601 .0812303 23.72 0.000 1.767393 2.08581
5 | 2.700606 .1113845 24.25 0.000 2.482297 2.918916
|
v1 |
2 | .0638583 .1024715 0.62 0.533 -.1369821 .2646987
3 | .1779957 .0883522 2.01 0.044 .0048285 .3511629
4 | .0808547 .087243 0.93 0.354 -.0901384 .2518478
5 | .1562247 .0761626 2.05 0.040 .0069487 .3055007
|
v2 |
2 | .1563776 .0800952 1.95 0.051 -.0006061 .3133614
3 | .2080237 .089178 2.33 0.020 .033238 .3828094
4 | .1410086 .0946112 1.49 0.136 -.044426 .3264432
5 | .3652043 .0830363 4.40 0.000 .2024562 .5279525
|
v3 |
2 | .1730991 .1187941 1.46 0.145 -.0597331 .4059313
3 | .2305115 .101549 2.27 0.023 .0314791 .4295439
4 | .1637572 .1015522 1.61 0.107 -.0352815 .362796
5 | .3794032 .0994852 3.81 0.000 .1844157 .5743906
|
v4 |
2 | .1365176 .1194626 1.14 0.253 -.0976247 .37066
3 | -.1373012 .1138338 -1.21 0.228 -.3604113 .0858089
4 | -.2655482 .1047239 -2.54 0.011 -.4708032 -.0602931
5 | -.0455416 .1047401 -0.43 0.664 -.2508284 .1597452
|
v5 |
1 | -.1893975 .0707849 -2.68 0.007 -.3281333 -.0506616
|
v6 | -.2345988 .0482494 -4.86 0.000 -.3291659 -.1400317
v7 | -.0910479 .0305284 -2.98 0.003 -.1508825 -.0312132
v7 | 0 (omitted)
|
c.v7#c.v7 | .0009717 .0004086 2.38 0.017 .0001709 .0017725
|
v8 |
2 | -.2180263 .1011086 -2.16 0.031 -.4161955 -.0198571
3 | -.3321529 .1197928 -2.77 0.006 -.5669424 -.0973634
|
v9 |
2 | .5519539 .0654376 8.43 0.000 .4236985 .6802092
|
v10 |
2 | -.5764329 .0528799 -10.90 0.000 -.6800756 -.4727902
|
_cons | 2.262614 .6861766 3.30 0.001 .917733 3.607496
-------------+----------------------------------------------------------------
3 |
vb |
2 | .8592302 .1159131 7.41 0.000 .6320446 1.086416
3 | 1.303388 .0835124 15.61 0.000 1.139707 1.467069
4 | 1.741451 .08666 20.10 0.000 1.5716 1.911301
5 | 2.626693 .1095208 23.98 0.000 2.412036 2.841349
|
v1 |
2 | .1050732 .1068755 0.98 0.326 -.1043989 .3145452
3 | .0994135 .0927711 1.07 0.284 -.0824146 .2812415
4 | .113478 .0903037 1.26 0.209 -.063514 .2904699
5 | .2054129 .0789167 2.60 0.009 .050739 .3600868
|
v2 |
2 | .1466935 .0839244 1.75 0.080 -.0177954 .3111824
3 | -.0280507 .0921554 -0.30 0.761 -.208672 .1525707
4 | .4429523 .096042 4.61 0.000 .2547135 .6311911
5 | .4687237 .0840789 5.57 0.000 .3039321 .6335153
|
v3 |
2 | .0557613 .1250663 0.45 0.656 -.1893641 .3008867
3 | .0953552 .1078084 0.88 0.376 -.1159453 .3066557
4 | .058259 .1076718 0.54 0.588 -.1527738 .2692918
5 | .1263777 .1059007 1.19 0.233 -.0811839 .3339393
|
v4 |
2 | .0740139 .1263452 0.59 0.558 -.1736182 .3216459
3 | -.2135359 .1200103 -1.78 0.075 -.4487518 .0216801
4 | -.2460635 .1098843 -2.24 0.025 -.4614327 -.0306943
5 | -.0571257 .1091305 -0.52 0.601 -.2710175 .1567661
|
v5 |
1 | -.2823429 .0701502 -4.02 0.000 -.4198348 -.1448509
|
v6 | -.2416987 .0491156 -4.92 0.000 -.3379635 -.1454339
v7 | -.1229942 .0289019 -4.26 0.000 -.1796409 -.0663474
v7 | 0 (omitted)
|
c.v7#c.v7 | .0013681 .0003788 3.61 0.000 .0006257 .0021105
|
v8 |
2 | -.1567548 .1011132 -1.55 0.121 -.354933 .0414234
3 | -.2620699 .1197713 -2.19 0.029 -.4968174 -.0273223
|
v9 |
2 | .5755259 .0673112 8.55 0.000 .4435984 .7074535
|
v10 |
2 | -.3686982 .0548224 -6.73 0.000 -.4761482 -.2612482
|
_cons | 2.624467 .676144 3.88 0.000 1.299249 3.949684
-------------+----------------------------------------------------------------
4 |
vb |
2 | .4850696 .13019 3.73 0.000 .229902 .7402373
3 | .8898708 .0924665 9.62 0.000 .7086399 1.071102
4 | 1.353353 .0943561 14.34 0.000 1.168418 1.538288
5 | 2.135837 .1117459 19.11 0.000 1.916819 2.354855
|
v1 |
2 | .1139656 .1139944 1.00 0.317 -.1094594 .3373905
3 | .1805241 .0991742 1.82 0.069 -.0138537 .3749019
4 | .1122109 .0963465 1.16 0.244 -.0766249 .3010466
5 | .1810273 .084731 2.14 0.033 .0149576 .3470971
|
v2 |
2 | .0378617 .090632 0.42 0.676 -.1397738 .2154971
3 | -.0448437 .0982323 -0.46 0.648 -.2373754 .147688
4 | .2233114 .1013877 2.20 0.028 .0245951 .4220277
5 | .4133253 .0881971 4.69 0.000 .2404622 .5861883
|
v3 |
2 | .3657221 .1380484 2.65 0.008 .0951522 .636292
3 | .4106705 .1184537 3.47 0.001 .1785054 .6428355
4 | .3429813 .119856 2.86 0.004 .1080678 .5778948
5 | .3502806 .1168685 3.00 0.003 .1212226 .5793386
|
v4 |
2 | .0784126 .1376942 0.57 0.569 -.1914631 .3482883
3 | -.1930729 .1293732 -1.49 0.136 -.4466397 .0604939
4 | -.2242521 .1194766 -1.88 0.061 -.4584219 .0099177
5 | -.0004533 .1152395 -0.00 0.997 -.2263185 .2254119
|
v5 |
1 | -.2926428 .0719061 -4.07 0.000 -.4335762 -.1517093
|
v6 | -.212524 .0527156 -4.03 0.000 -.3158446 -.1092033
v7 | -.1021918 .0287857 -3.55 0.000 -.1586107 -.0457728
v7 | 0 (omitted)
|
c.v7#c.v7 | .001206 .0003707 3.25 0.001 .0004795 .0019326
|
v8 |
2 | -.1991453 .1056061 -1.89 0.059 -.4061294 .0078389
3 | -.1294105 .1253291 -1.03 0.302 -.3750511 .1162301
|
v9 |
2 | .4131756 .0725179 5.70 0.000 .2710432 .555308
|
v10 |
2 | -.0839719 .0582363 -1.44 0.149 -.1981129 .030169
|
_cons | 1.445716 .7027124 2.06 0.040 .0684246 2.823007
------------------------------------------------------------------------------
WARNING! 803 in-sample cases have an outcome with a predicted probability that is
less than 0. See the gologit2 help section on Warning Messages for more information.
.
end of do-file
Code:
. lrtest ologit gologit, stat
Likelihood-ratio test LR chi2(84) = 597.45
(Assumption: ologit nested in gologit) Prob > chi2 = 0.0000
Akaike's information criterion and Bayesian information criterion
-----------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
ologit | 7,279 -10515.6 -9545.002 32 19154 19374.57
gologit | 7,279 -10515.6 -9246.277 116 18724.55 19524.11
-----------------------------------------------------------------------------
Note: N=Obs used in calculating BIC; see [R] BIC note.
.
Code:
brant
Brant test of parallel regression assumption
| chi2 p>chi2 df
-------------+------------------------------
All | 714.78 0.000 84
-------------+------------------------------
2.vb | 27.60 0.000 3
3.vb | 65.12 0.000 3
4.vb | 71.25 0.000 3
5.vb | 41.76 0.000 3
2.v1 | 1.82 0.612 3
3.v1 | 9.06 0.029 3
4.v1 | 2.93 0.403 3
5.v1 | 0.78 0.855 3
2.v2 | 0.94 0.815 3
3.v2 | 23.48 0.000 3
4.v2 | 20.21 0.000 3
5.v2 | 5.41 0.144 3
2.v3 | 9.05 0.029 3
3.v3 | 22.07 0.000 3
4.v3 | 6.32 0.097 3
5.v3 | 28.54 0.000 3
2.v4 | 7.70 0.053 3
3.v4 | 8.74 0.033 3
4.v4 | 6.76 0.080 3
5.v4 | 5.99 0.112 3
1.v5 | 5.87 0.118 3
v6 | 1.03 0.794 3
v7 | 22.64 0.000 3
c.v7#c.v7 | 15.66 0.001 3
2.v8 | 6.71 0.082 3
3.v8 | 5.26 0.154 3
2.v9 | 10.55 0.014 3
2.v10 | 262.59 0.000 3
A significant test statistic provides evidence that the parallel
regression assumption has been violated.
Comment