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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Ordered probit: explanatory variable is insignificant for certain states of the depedent variable
I am trying to run a model on hospital discharges dependent on the days of the week using ordered probit. I am testing whether certain patient characteristics (say gender) affect the day of discharge. ...
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1answer
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I replicated ordered probit output (using a Stata dataset) with four R packages, compared it to Stata, unable to even come close to the Stata output
I was trying to reverse engineer the values of an unclear parameter by comparing R outcomes to Stata outcomes for an ordinal ...
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1answer
34 views
Comparing the marginal effects of glm output to polr output
I have a dependent variable that is technically ordinal, so I ran a ordered probit model (polr).
However, an ordered probit model does not produce any residuals ...
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28 views
The interpretation of a positive glm coefficient, with a negative marginal effect
I found this post titled: "Positive coefficient but negative marginal effect in mlogit". EDIT: However I recently had the same "issue" with an ordinal probit model and the ...
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How to do a Control Function (CF) / Two Stage Residual Inclusion (2SRI) with an ordinal dependent variable in the first stage and a glm in the second
I am trying to use a Control Function (CF) / Two Stage Residual Inclusion (2SRI) approach, because the modeled relationship that I am trying to estimate is non-linear (my dependent variable has a ...
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1answer
91 views
How to get residuals from an ordinal logit/probit, and which ones to get
I stumbled upon this question on Stack, where someone asked how to get the residuals from a polr regression, to which Ben Bolker answers as follows:
My question ...
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Aggregating ordinal variable responses from multiple participants
In my survey, given a piece of text, I collect ordinal ratings from different participants. For example, for text A, say participants P1, P2, P3, P4 rate it. I plan to calculate inter-rate reliability....
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Difference in intuition: instrument vs bivariate model
this is a follow-up to this question.
I wanted to estimate using Stata's cmp command a system of 2 equations: an ordered probit and a linear equation.
1 - linear model: $$y = \alpha + \beta z + \...
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Determining odds ratios and confidence intervals from R output of a proportional odds model (cumulative logit model)
I have a proportional odds model with R output as follows:
...
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1answer
58 views
Deriving marginal effects for a bivariate model: ordered probit + linear regression
I am having trouble obtaining marginal effects of the following model in Stata, so that I would love to have some help in how to obtain an expression by hand:
I have a system with two equations: an ...
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2answers
42 views
When and why should psychologists use ordered probit models rather than the general linear model?
Psychologists often use the general linear model with ordinal independent/dependent variables (i.e. Likert scales to measure 'levels' of a psychological trait. For example, assigning numbers to the ...
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1answer
43 views
Transforming a right-skewed continuous response variable to an ordinal one: is this dumb?
I am estimating task time-to-completion using a sample size of ~36k. ~34k points are complete, ~2k are not. The response variable for my sample is right-skewed. I want to use this data to predict how ...
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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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1answer
146 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
53 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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103 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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49 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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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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103 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
399 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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2answers
271 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
600 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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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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0answers
303 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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28 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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330 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
969 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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377 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 ...
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1answer
95 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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106 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
622 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
423 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
786 views
Regression with independent variables as level (Low=1, Medium=2, High=3) [duplicate]
I have the following data :
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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
383 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
4k 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
221 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 &...
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1answer
151 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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291 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
1k 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
843 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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111 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
364 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
437 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). ...
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1answer
598 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
609 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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458 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 ...
