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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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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Using Random Effects for ordered probit model

I am trying to estimate an ordered probit model, where the data in question comes from two separate counties. I was thinking that I should use fixed effects to account for unobserved heterogeneity ...
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How to treat ordinal average rating as a regression predictor?

I have several variables that are averages of responses to a 5-star scale to rate attributes of a product. I have spent a little while reading about the potential issue of averaging a Likert scale and ...
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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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142 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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ordered logit for non ordinal categories

I want to use STATA to analyse the determinants of fertility. My dependent variable is the number of children born from a woman. Is it possible to use an ordered logit or probit when the variables of ...
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46 views

Missing one category while predicting with polr

I am trying to predict football outcome using an ordered logit model and I am using R. I used polr in R and everything works fine until the prediction part. the dependent variable is the result (home ...
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211 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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Calculating Repeatability by MCMCglmm

I'm trying to calculate repeatability of aggression (ordinal scores ranging from 1 to 6) of individuals. Individuals (ID) are not independent, but are nested within colonies. We know that colonies ...
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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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102 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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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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133 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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433 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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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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1answer
304 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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319 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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611 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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172 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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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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179 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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132 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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285 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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715 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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686 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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96 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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331 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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396 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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476 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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908 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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943 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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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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386 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 ...
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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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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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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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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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359 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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260 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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368 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 ...
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876 views

Simulating ordinal variables using fitted probit models

I have fitted a probit model for an ordinal response and a number of predictors, using polr function in R. Now I want to use this fitted model in order to sample from the conditional distribution of ...
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Ordinal Probit model in plain English

Suppose we have a model looking at the association between sodium intake $X$ and levels of body fat $Y$. So $Y$ is an ordinal variable that can take the integer values from $\{0,1,2 \}$. It is ...