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I am attempting to model the finishing position (independent variable) of runners in a race based upon height, weight, age, gender, past results (dependent variables). Thusfar I have performed an ordered logit regression from which I can generate predicted probabilities of a runner finishing in a given position. However, the probabilities of all runnings coming first do not sum to one, nor do sum of the probabilities of a runner finishing in any position. So I'm not sure how useful these predicted values are. My preferred software package is Stata, but also have R and Matlab. My best attempt thus far is to run

ologit y x1 x2... xn

and then scale down the predicted values so they sum to one, but this seems a bit rough and I suspect the resulting numbers are biased in some way. My question is: How do a perform a conditional ordered logit / probit regression?

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  • $\begingroup$ What do you mean that the probabilities do not sum to one? Can you paste in some of the problematic output? $\endgroup$ – gung - Reinstate Monica Jun 2 '15 at 3:12
  • $\begingroup$ To clarify: Ordered logit regression of runner characteristics on finishing position will generate the predicted probability of a each runner finishing 1st. But the sum of the these probabilities will not necessarily equal 1, unless I force them to be. I know how to force this for regular logit (use clogit command in stata), but not for ordered logit. $\endgroup$ – user3725021 Jun 2 '15 at 5:17
  • $\begingroup$ In OLR, the probabilities for all outcomes should sum to 1 for each individual, not the probabilities for all individuals for the same place in the finishing order. $\endgroup$ – gung - Reinstate Monica Jun 2 '15 at 14:25
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Here's an example in R:

to fit ordered logit model and store results 'm'

m <- MASS::polr(y ~ x1 + x2 + xn, data = dat, Hess=TRUE)

view a summary of the model

summary(m)

Here's a link to a detailed walkthrough of ordered logistic regression in R.

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  • $\begingroup$ Answer needs to be explained more. $\endgroup$ – Learner Jun 2 '15 at 4:55
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    $\begingroup$ Thanks but that is regular ordered logit - which i can do easily in Stata. I am after conditional ordered logit... $\endgroup$ – user3725021 Jun 2 '15 at 7:10

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