Good day Stata-listers,
I'm currently running an ordinal logistic regression, all the predictors are categorical, In order for my analysis to be valid, my model has to satisfy the assumptions of ordinal logistic regression, the problem is that all what I could find out is material related to the diagnostic of the logistic regression and more rarely some hints related to ologit but that don't seem to work for my case (for example when I use the fitstat command I get the message: variable _cons not found r(111)) In addition I never came up with a similar model ( ordinal logistic regression with only categorical predictors). So it is statistically correct to run a such model (or do we need at least one quantitative predictor?). Any help would be highly appreciated, Thanks a lot in advance, Ama * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
<> " and more rarely some hints related to ologit but that don't seem to work for my case (for example when I use the fitstat command I get the message: variable _cons not found r(111))" -set trace on- and see where it gets stuck. In this example, Stata completes the task w/o encountering any problems: ************* webuse fullauto, clear ologit rep77 foreign length mpg fitstat ************* HTH Martin -----Ursprüngliche Nachricht----- Von: [hidden email] [mailto:[hidden email]] Im Auftrag von amatoallah ouchen Gesendet: Montag, 26. April 2010 16:24 An: [hidden email] Betreff: st: ordinal logistic regression diagnostic Good day Stata-listers, I'm currently running an ordinal logistic regression, all the predictors are categorical, In order for my analysis to be valid, my model has to satisfy the assumptions of ordinal logistic regression, the problem is that all what I could find out is material related to the diagnostic of the logistic regression and more rarely some hints related to ologit but that don't seem to work for my case (for example when I use the fitstat command I get the message: variable _cons not found r(111)) In addition I never came up with a similar model ( ordinal logistic regression with only categorical predictors). So it is statistically correct to run a such model (or do we need at least one quantitative predictor?). Any help would be highly appreciated, Thanks a lot in advance, Ama * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
In reply to this post by amatoallah ouchen
Thanks a lot Martin for your prompt answer,
But in the example you gave below, you have used 2 quantitative variables (length and mpg) , the problem I mentioned occur when only using qualitative variables, If I reuse your example webuse fullauto, clear ologit rep77 rep78 model -fitstat- variable _cons not found r(111)) I think that my issue is more clear now, * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
In reply to this post by amatoallah ouchen
--- On Mon, 26/4/10, amatoallah ouchen wrote:
> I'm currently running an ordinal logistic regression, > all the predictors are categorical, In order for my > analysis to be valid, my model has to satisfy the > assumptions of ordinal logistic regression, the problem > is that all what I could find out is material related to > the diagnostic of the logistic regression and more > rarely some hints related to ologit but that don't seem > to work for my cas There is a lot of material available from this websit by Rich Williams: <http://www.nd.edu/~rwilliam/gologit2/> You can also consider the -brant- command, which is part of -spost9- (see: -findit spost-). Rich and I did ran quite a bit of simulation to assess the performance of that test, see the thread starting with: <http://www.stata.com/statalist/archive/2008-04/msg00660.html> I believe the end conclusion was that each category of your dependent variable needs to contain "enough" observations for the test to perform well. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
In reply to this post by amatoallah ouchen
<> Nope, runs without any problems for me: ************* webuse fullauto, clear ologit rep77 rep78 model fitstat ************* Output: Measures of Fit for ologit of rep77 Log-Lik Intercept Only: -89.895 Log-Lik Full Model: -59.677 D(60): 119.354 LR(2): 60.437 Prob > LR: 0.000 McFadden's R2: 0.336 McFadden's Adj R2: 0.269 ML (Cox-Snell) R2: 0.600 Cragg-Uhler(Nagelkerke) R2: 0.642 McKelvey & Zavoina's R2: 0.653 Variance of y*: 9.470 Variance of error: 3.290 Count R2: 0.636 Adj Count R2: 0.385 AIC: 1.990 AIC*n: 131.354 BIC: -132.026 BIC': -52.057 BIC used by Stata: 144.492 AIC used by Stata: 131.354 Which version of -fistat- do you use? Mine is . which fitstat c:\ado\plus\f\fitstat.ado *! version 1.8.1 2007-09-18 HTH Martin -----Ursprüngliche Nachricht----- Von: [hidden email] [mailto:[hidden email]] Im Auftrag von amatoallah ouchen Gesendet: Montag, 26. April 2010 16:49 An: [hidden email] Betreff: Re: st: AW: ordinal logistic regression diagnostic Thanks a lot Martin for your prompt answer, But in the example you gave below, you have used 2 quantitative variables (length and mpg) , the problem I mentioned occur when only using qualitative variables, If I reuse your example webuse fullauto, clear ologit rep77 rep78 model -fitstat- variable _cons not found r(111)) I think that my issue is more clear now, * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
In reply to this post by amatoallah ouchen
Greetings,
Thank you very much Martin and Maarten, Martin: you are right my fitstat version was an old one, Maarten: thank you very much for the materials, Regards, Ama. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
In reply to this post by Martin Weiss-5
At 09:52 AM 4/26/2010, Martin Weiss wrote:
>Which version of -fistat- do you use? Mine is > >. which fitstat >c:\ado\plus\f\fitstat.ado >*! version 1.8.1 2007-09-18 fitstat often causes confusion because there are multiple versions of it floating around, and (unlike most programs) the version at SSC is NOT the most current. Most people will want to do findit spost9 which contains the most up to date version of fitstat. It also contains the brant command, which seems to be about as good a way as any for testing the assumptions of the ordered logit/ proportional odds model. Other options include the omodel and gologit2 commands, both available from SSC. gologit2 offers a possible way of dealing with violations of assumptions, although other options are out there, e.g. use a different kind of ordinal model or, if the violations are widespread enough, just use mlogit. ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: [hidden email] WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
Thank you very much Richard, spots9 finally allowed me to get the
results obtained previously by Martin, Regards, Ama * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
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