Continuation-ratio models for ordinal responses - -----------------------------------------------
^ocratio^ depvar varlist [weight] [^if^ exp] [^in^ range] [, ^t^est ^li^nk^(^linkname^)^ ^e^form ^cum^ulative ^l^evel^(^#^)^ ]
^ocrpred^ [type] newvarlist [, ^xb^ ^pr^ob ]
where linkname is one of
^l^ogit | ^p^robit | ^c^loglog
^fweights^ are allowed; see help @weights@ and examples below.
^ocratio^ shares most features of estimation commands; see ^[U] 26 Estimation^ ^and post-estimation commands^. However, to obtain predictions from the model ^ocrpred^ should be used in place of @predict@.
To reset problem-size limits, see help @matsize@.
Description - -----------
^ocratio^ fits models based on continuation-ratio probabilities to ordinal responses (using maximum-likelihood). Three models are available using the logit, probit and complementary-log-log (f(x)=log[-log(1-x)]) functions. These models are an alternative to the models based on cumulative probabilities fitted by @ologit@ and @oprobit@. ^ocratio^ also enables the fitting of a "ocloglog" model by using the ^cumulative^ option described below. This is possible because the "ocloglog" model is equivalent to the continuation-ratio complementary-log-log.
^ocrpred^, for use after ^ocratio^, creates newvar containing the index (i.e. xb, see @predict@) or newvarlist containing predicted probabilities for each response category (similarly to @ologitp@).
Options for use with ^ocratio^ - ----------------------------
^test^ requests the calculation of the likelihood-ratio test of whether the model parameters are constant across the categories of the response variable.
^link(^linkname^)^ specifies the link function. The default is ^link(logit)^ unless ^cumulative^ is requested in which case it is ^link(cloglog)^.
^eform^ displays the exponentiated coefficients with corresponding standard errors and confidence intervals as described in ^[R] maximize^. For the logit link, exponentiation results in odds ratios of continuation-ratio probabilities; for the cloglog link, exponentiation results in ratios of discrete hazard functions.
^cumulative^ requests the fitting of the continuatio-ratio cloglog model and the display of the cut-points of the equivalent ordered cloglog model. ^level(^#^)^ specifies the confidence level in percent, for confidence interval > s. The default is ^level(95)^ or as set by @set level@.
Options for use with ^ocrpred^ - ----------------------------
^xb^ requests the linear predictor xB and one name should be supplied in newvarlist. This is the default if no options are specified.
^prob^ requests the predicted probabilties for each response category. There should be K names supplied in newvarlist where K is the value of $S_3 (i.e. the number of response categories) from the previous ^ocratio^ command. An easy way of doing this is by using ranges, e.g. if K=8, ocrpred p1-p8, prob.
Examples - -------- . use auto.dta, clear . ^xi: ocratio rep78 i.foreign weight, link(probit) level(95)^ . ^ocratio, level(90)^ /* Redisplay results with different CIs > */ . ^ocrpred pr1 pr2 pr3 pr4 pr5, prob^ /* Obtain fitted probabilities > */
. ologit rep78 weight /* Look at ordered logit model */ /* Now fit ordered complementary-log-log model for comparison*/ . ^ocratio rep78 weight, cumul link(clog)^
. tab foreign rep78 . ^xi: ocratio rep78 i.foreign, test^ /* Test coefficients. > */ /* Now put data into 2-way */ > . gen obs=1 /* table of counts to */ > . collapse (count) obs, by(rep78 foreign) /* demonstrate use of */ . ^xi: ocratio rep78 i.foreign [fweight=obs], test^ /* fweights. > */ /* and look at exponentiated coefficients, ie. odds ratios. */ . ^ocratio, eform^
Saved results - -------------
In addition to standard post-estimation results, ^ocratio^ saves in the global ^S_^# macros:
^S_1^ likelihood-ratio value for test of effect constancy assumption ^S_2^ dof for likelihood-ratio test ^S_3^ number of distinct response categories (= no. of cut-points +1 > ).
Note that S_1 and S_2 are only defined if the ^test^ option is provided.
Author - ------
Rory Wolfe <wolfer@@cryptic.rch.unimelb.edu.au>, Royal Children's Hospital, Melbourne, Australia.
Also see - --------
On-line: help for @ologit@, @oprobit@, @ologitp@