Questions tagged [ordered-probit]
The ordered probit model is an extension of the probit model from binary dependent variable to an ordinal dependent variable.
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Is there a difference between average marginal effect and marginal effect regarding a variable in an ordered probit model?
My independent variable of interest is age. While my dependent variable has 4 categories.
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8 views
Interpreting the results of using an ordered variable among independent variables in a model
I am running an ordered probit model since the dependent variable is ordered (using "MASS" package in R). Also, there is an ordered variable among the independent variable. It shows the results as L,...
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20 views
Should I include country dummies when I combine datasets of 3 countries?
I am currently doing the analysis using firm-level data of three countries combining together. Also, it is a cross-sectional analysis. Therefore, in the Ordered Probit regression, I control for ...
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13 views
What are the assumptions in an ordered probit model?
I'm trying to model an ordered probit model on my dataset with a (3-level) ordinal dependent variable. The independent variables are categorical and numeric.
I did some research and I've read about ...
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18 views
Ordered probit / multinomial probit models, marginal effects difference
I'm working with National Longitudinal Survey of Youth (NLSY79 and NLSY97), which include two datasets, with the same variables, about students surveyed in 1979 and 1997.
I created as output a ...
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1answer
116 views
Parsimonious model for transition probabilities for an ordinal Markov chain
I have a time series of an ordinal variable that I wish to model as a first-order Markov chain and estimate the matrix of transition probabilities. (I'm assuming the chain meets all the conditions to ...
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1answer
35 views
Simulate probit model using values of the latent variable
I am trying to simulate a probit model using a latent variable Z of the following form:
\begin{aligned}
y_{i} & = \begin{cases}
1 & \; \text{if } z_{i} > 0\\
0 & \; \text{if } ...
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71 views
Ordinal regression, categorical variables, and “step” function
I am doing an ordinal regression analysis using "polr" function. I got a result of the regression analysis and continued to use "step" function to find the final prediction model. As all my variables ...
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36 views
Standard errors for Composite Marginal Likelihood
I am estimating a multivariate ordered probit model using a composite marginal likelihood (CML) approach. In other words, I replace the full likelihood function by a surrogate likelihood constructed ...
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16 views
Can Ordered Logistic Regression be used for tally/sum scores?
Suppose I have 6 vignettes and the possible responses to all those vignettes are 1 (YES) or 0 (NO).
If participants answered (YES) to all six vignettes, they would get a tally score of 6. If they ...
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98 views
How should I deal with continuous independent variables in a regression for ordinal dependent variables?
I am doing a research for which I will perform a data-analysis in SPSS.
My dependent variable is 'father involvement'. I have four different questions that have measured different forms of 'father ...
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2answers
304 views
What is between regression and ordinal classification (or called ordinal regression)?
There are many articles explaining the difference between regression and ordinal classification, most of them mentioned that regression is for continuous response while ordinal classification is for ...
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197 views
Male-female height difference estimation from thresholds
Introduction. Assume that two populations $A$ and $B$ are distributed with normal distributions $N(\mu_A, \sigma_A^2)$ and $N(\mu_B, \sigma_B^2)$.
This is a general problem, but as an example, I will ...
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1answer
430 views
Calculating predicted probabilities for ordered probit model
Trying to figure out how to obtain the values in the table below. For instance, for y=1, I did: 0.75-(-0.50)-15(0.052), and got 0.47. What am I missing? Please help!! Going nuts over this.
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43 views
What regression diagnostics should I perform for an ordered probit?
Currently I have done the following diagnostics with the
linktest
multicollinearity with vif
the parallel lines assumption with lr test of the oprobit and goprobit.
I have seen that I may have to ...
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205 views
What statistics can I use to compare OLS to an ordered probit
I am trying to justify to the use of an ordered probit, my dependent variable is a survey response on a likert scale so is likely ordinal, but I wanted to provide a goodness of fit stat to back up my ...
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25 views
Testing if a correlation between two ordinal variables depends on a third variable
I have two ordinal variables : $y_1$ (a dummy) and $y_2$ (five categories). I know they are correlated, but I have reasons to believe this correlation depends on a third variable ($z$). An interaction ...
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256 views
How to model highly left skewed Ordinal Data
I have a data set of 16000 records of 5 ordinal variables(Customer Satisfaction(response variable), service, quality, knowledge, responsiveness) which are survey responses in 0-10 scale. All the ...
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1answer
726 views
Interpreting Marginal Effect Results
I'm having a little bit of difficulty interpreting the marginal effects results I obtained since I am quite new to this sort of stuff. For my model I'm running an ordered probit regression where there ...
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293 views
Ordered Probit Model in R: Latent Variable and Threshold Parameters
I have recently started to improve my methodological skills and programming in R. For a study term paper I now want to run an ordered logit/probit model.
The data I use are taken from the European ...
2
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1answer
85 views
Is it possible to have a lower AIC value for the smaller of two nested models?
I am testing the parallel lines assumption of an ordered probit model by running a likelihood-ratio test against a model where the coefficients can vary for each step of the ordinal response variable.
...
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0answers
105 views
Ordered probit model prediction: why highest probabilities and not number of thresholds exceeded?
I'm running ordered probit regression models with polr in R.
This question states that for prediction, ...
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1answer
469 views
Why does Type II/III ANOVA on cumulative link model (R-package ordinal) give different results depending on factor order?
From what I understand, type II and type III ANOVA should give the same result irrespective of the order of the factors in the formula because they calculate:
...
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1answer
383 views
Random slopes — parsimonious mixed-effects models
This is a beginner level question, and I apologise in advance if the answer is obvious.
If a by-subject random slope for a predictor "X" improves the model fit*, but the predictor "X" is not ...
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2answers
704 views
Regression with independent variables as level (Low=1, Medium=2, High=3) [duplicate]
I have the following data :
...
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313 views
glm link functions for multinomial and ordered probit regression?
Here's what I understand, could someone please tell me if I'm wrong, and how?
For a categorical variable $Y$, the expected value $\text{E}(Y)=\mu=\sum_{y}i\cdot\text{P}(Y=i)$. Using the descriptions ...
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How to run an ordered-probit when your independent variable has one level?
I just have a quick question. I am running an ordered probit regression in R. I have classified my variables into numeric or factor accordingly, but I am having issues with one of the independent ...
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1answer
273 views
How to compare two non-linear models with different dependent variables?
I have two different dependent variables (Y1 and Y2). Both of them are ordered variables, but for Y1, it has 7 categories, while for Y2, it has 6 categories.
Now, I am using probit model to analyze ...
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1answer
3k views
Ordered Probit Regression Results Interpretation
Suppose I have an opinion survey on some topic. Both my dependent variable and independent variable are categorical variables. My question is, if I use the ordered probit model, how do I interpret the ...
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1answer
205 views
Identifiability of ordered regression cutpoints
I have an ordered regression model as described in ?polr:
The ordered factor which is observed is which bin Y_i falls into with
breakpoints
zeta_0 = -Inf &...
2
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1answer
139 views
Definition of ordered probit
Can someone please provide a definition of the ordered probit model so that I can calculate the value of $\Pr(y \le k | \mathbf{x})$, i.e. probability of observation falling in the $k$-th class or ...
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0answers
287 views
Calculating prediction accuracy on ordered categorical data? [duplicate]
I am using different regression models that can predict an ordered categorical variable from a metric variable. For example, I want to regress Happiness (in 1-5 ratings) on Money (a metric variable) ...
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2answers
935 views
How to predict using ordered probit regression and calculate prediction accuracy?
I want to do an ordered probit regression, then cross-validate model prediction accuracy with 80% data for training and 20% for validation, and calculate RMSE for predictions.
Consider this dataset:
...
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1answer
762 views
How do perform conditional ordered logit / probit regression
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 ...
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109 views
Ordinal probit model tests
I have been reading ordinal probit model however one thing that i am not getting clear is that what standardized tests should be used pre and post estimation of ordinal probit model in STATA?
Thanks ...
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1answer
345 views
Individual cut points in Stata's oprobit
I'm trying to add a constraint on the cut points of a ordered probit model. The command for my unconstrained model is
oprobit y x
where $y \in \{0, 1, 2\}$. I'm ...
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2answers
417 views
Discrete choice model
I have a ordinal probit model. The dependent variable, say walkability, is a Likert scale variable (1,2,3). The main independent variable, say connectivity, is also a Likert scale variable (1,2,3). ...
4
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1answer
528 views
Interaction term
I wanted to ask about interaction term. I am having an ordinal probit model. The two of the independent variables that i have are discrete 1-Uni( a 0,1 dummy variable) and second is continuity (1,2,3) ...
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1answer
1k views
What to do when parallel regression assumption violated
When the dependent variable in a regression model is ordinal, I know that we often use ordered probit/logit to estimate the model. These have an assumption called the parallel regression assumption. ...
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1answer
1k views
Is the linear probability model generalisable to ordered logit/probit regressions?
I have a set of data where the dependent variable is an ordered response with 7 levels and I've fitted an ordered logit model to the data, and now I want to conduct some robustness checks on the ...
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1answer
603 views
Ordinal Data analysis
I have to analyze the results of a survey. The questions regard different motivators that the interviewees encounter ("I do it to help my colleagues" as a motivator for instance); all the answers are ...
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0answers
426 views
Model uniformly distributed response in cumulative link (logit/probit) model
I have an ordered response variable (stated preference from strong dislike to strong like) that is virtually uniformly distributed. I am using package ordinal in R to estimate the probability of an ...
4
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1answer
1k views
Ordered Probit and categorical variables
I wanted to run a quick and easy (or so I thought) regression on some data I have but now I am starting to doubt whether or not the regression makes any sense. I have seen some similar questions but ...
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1answer
392 views
Inferring parameters for a regression with features of both multivariate probit and ordinal regression?
Based on my data generated by a complex process and the problem below detailed, I have tried various approaches, to no avail.
I am trying to answer one or more of the following questions:
a) Has ...
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0answers
71 views
Does the more complex model necessarily have a lower deviance?
I am aiming to compare the deviances of two models, an ordered probit and a multinomial probit, using the likelihood ratio test (obviously using the same data).
However, I systematically obtain a ...
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2answers
2k views
Assumptions of the Ordered Probit model
What are the assumptions of an ordered probit model that must be met?
What are the tests to check these?
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1answer
374 views
Variance covariance matrix of regression coefficients with a probit link
Suppose we are performing ordinal regression using a probit link function. The data are doses (log transformed) and responses. The responses are ordinal and can be from 0 to 4. Suppose that some of ...
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0answers
282 views
Latent variable model where latent variable is in [0,1]
Suppose that my application's users are asked to give their opinion about the probability that a statement is true. They are presented with a slider widget that goes from 0% to 100%, but let's say the ...
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1answer
399 views
ordered probit regression with only categorical variables
I would like to know if it makes sense to run an ordered probit regression (dependent variable is ordinal with three outcomes) with only categorical explanatory variables (some are dichotomous e.g. ...
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Generalization of cumulative probability models for ordinal Y
There are many models in existence for ordinal $Y$, for example the proportional odds ordinal logistic model, the continuation ratio model, and the cumulative probit model. The first and third of ...
