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1997•RePEc: Research Papers in EconomicsRequires access

OMODEL: Stata modules to perform tests on ordered probit and ordered logit models

Rory Wolfe

Open publisher page 19 citations

Abstract

omodel.ado and omodel.hlp can be used to perform a test of the assumption of constancy of effects across categories assumed in models fitted by ologit or oprobit. omodel is an alternative to ologit and oprobit for estimating ordered logit and probit models. It produces the same results but it also reports an approximate likelihood-ratio test of whether the coefficients are equal across categories (i.e. a test of the proportional-odds assumption if logit is the requested model).

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What this paper is about

omodel.ado and omodel.hlp can be used to perform a test of the assumption of constancy of effects across categories assumed in models fitted by ologit or oprobit. omodel is an alternative to ologit and oprobit for estimating ordered logit and probit models. It produces the same results but it also reports an approximate likelihood-ratio test of whether the coefficients are equal across categories (i.e. a test of the proportional-odds assumption if logit is the requested model).

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OpenAlex reports 19 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

omodel.ado and omodel.hlp can be used to perform a test of the assumption of constancy of effects across categories assumed in models fitted by ologit or oprobit. omodel is an alternative to ologit and oprobit for estimating ordered logit and probit models. It produces the same results but it also reports an approximate likelihood-ratio test of whether the coefficients are equal across categories (i.e. a test of the proportional-odds assumption if logit is the requested model).

Key concepts: Ordered probit, Logit, Probit, Econometrics, Odds, Logistic regression, Probit model, Statistics

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