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  • Joint significance of coefficients in partial proportional odds model (mi data)

    Dear all,

    I am using gologit2 on my imputed data (m=50, n=1359):
    Code:
    mi estimate: gologit2 dep.var x1-x6, difficult npl(x1 x2 x3)
    My dependent variable is ordinal and has 5 categories.

    Followingly, I would like to use the overall p-values for the variables of the partial proportional odds models (in this example x1 x2 x3) as suggested by Williams (2016) Understanding and interpreting generalized ordered logit models , p.10; Table 2, footnote.

    The literature further states to use
    a test of the joint significance of all coefficients for the variable that are in the model. (p.10)
    To be honest, I am rather clueless on how this mi syntax would look like and already tried to use the command (mi xeq:) test and also a foreach loop with mi xeq.

    Any help is very much appreciated. Thank you in advance!
    Johanna

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