Fitting heterogeneous choice models with oglm
AbstractWhen a binary or ordinal regression model incorrectly assumes that er- ror variances are the same for all cases, the standard errors are wrong and (unlike ordinary least squares regression) the parameter estimates are biased. Hetero- geneous choice models (also known as location–scale models or heteroskedastic ordered models) explicitly specify the determinants of heteroskedasticity in an at- tempt to correct for it. Such models are also useful when the variance itself is of substantive interest. This article illustrates how the author’s Stata program oglm (ordinal generalized linear models) can be used to fit heterogeneous choice and related models. It shows that two other models that have appeared in the liter- ature (Allison’s model for group comparisons and Hauser and Andrew’s logistic response model with proportionality constraints) are special cases of a heteroge- neous choice model and alternative parameterizations of it. The article further argues that heterogeneous choice models may sometimes be an attractive alterna- tive to other ordinal regression models, such as the generalized ordered logit model fit by gologit2. Finally, the article offers guidelines on how to interpret, test, and modify heterogeneous choice models. Copyright 2010 by StataCorp LP.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 10 (2010)
Issue (Month): 4 (December)
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj10-4/st0208/
Contact details of provider:
Web page: http://www.stata-journal.com/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Roberta Distante, 2013.
"Subjective Well-Being, Income and Relative Concerns in the UK,"
Social Indicators Research,
Springer, vol. 113(1), pages 81-105, August.
- Distante, Roberta, 2010. "Subjective well-being, income and relative concerns in the UK," MPRA Paper 30786, University Library of Munich, Germany.
- W. Robert Reed & Nurul Sidek, 2013. "A Replication of "Meta-Analysis of the Effect of Fiscal Policies on Long-Run Growth" (European Journal of Political Economy, 2004)," Working Papers in Economics 13/33, University of Canterbury, Department of Economics and Finance.
- Athina Economou & Christos Kollias, 2012. "Terrorism and Political Self-Placement in European Union Countries," Economics of Security Working Paper Series 73, DIW Berlin, German Institute for Economic Research.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.