# 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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### 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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### 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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### 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. ...
1k views

### 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 ...
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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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### 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 } ...
521 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) ...
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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### 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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### 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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### 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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### 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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### 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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### 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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### Regression with independent variables as level (Low=1, Medium=2, High=3) [duplicate]

I have the following data : ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### Report coefficients or odds ratio in ordinal logit/probit?

I'm doing ordinal logit/probit only to analyse the direction of causality (e.g. if some variable makes it more likely to observe a low scale or a high scale). No interpretation is needed beyond this. ...
868 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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### 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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### 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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### Interpretation problems for 9 categories of response variable in ordinal and probit regression

I have 9 categories of response variable, and facing interpretation problems. Could I use this ordinal data as continuous data? If not then please refer me to some example with more than 5 ...
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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 ...
371 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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### 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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### 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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### 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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### 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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### 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 ...