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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Coefficients and association direction in ordered probit model

Per Wooldridge's "Econometric Analysis of Cross Section and Panel Data" with regards to the ordered probit model, While the direction of the effect of $x_k$ on the probabilities $P(y=0 \mid ...
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Is it Possible to Express an Unordered Multinomial Choice Using a Threshold-crossing Model?

Suppose we have three alternatives $\{A,\;B,\;C\}$ where the elements do not have order. Then, we commonly use the following definition of the choice probability: $$Pr[y=A]=Pr[s_A>s_B,\;s_A>s_c]$...
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Testing the significance of interaction terms with multcomp::glht()

I am estimating an ordinal logistic regression under the assumption of proportional odds with the ordinal::clm() function. As a RE see this model from the "housing" dataset (...
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Identifying the appropriate model for determining the dimension with the most impact on poverty

I am working on a research to determine the dimension (health, unemployment, education and standard of living) with the most impact on poverty. The response variable is the decile score obtained for ...
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Effect size for an ordinal probit regression

I'm trying to simulate an ordinal regression model in order to compute a power analysis in R. Let's assume that I have a 4 level ordinal variable to predict and a dichotomous dummy coded predictor. ...
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Models for ordinal variables: Differences between cumulative logit and adjacent-categories logit?

I read in Agresti about two regression models for ordinal variables. The cumulative logit: $\text{logit}[P(Y \leq j)] = \alpha_i + \beta X$ (which is equivalent to a thresholded Gaussian distribution) ...
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Likelihood Ratio Test on Ordered Probit Models (Panel Data) in R

I am in desperate need of help. I need to perform a likelihood ratio test on my panel data ordered response models to decide whether it's better to use the standard or the Random Effects Ordered ...
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Analyzing a likert-type item data with repeated measures with logistic ordinal regression

I'm analyzing some Likert-type item for my thesis. After a quick research, I figured out, that instead of using a least-squares regression as conventionally, a logit or probit ordinal regression model ...
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justifying modeling strategies

Working in a social science field, I have a number of DVs in my paper, in my writing, I plan to justify my modeling (regression) strategies as follows: For those one-item measurements on social ...
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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