Re: [Gretl-users] Sign mix-up for ordered logit

Thanks for all your replies. I did miss something. The Gretl program and documentation are correct. In the Gretl Guide it is specified that model predictions are found by first subtracting the effect of the independent variables from the intercepts (cut-points). I did not notice the subtraction: P (αj < y ≤ αj+1 | xi) = F (αj+1 − zi) − F (αj − zi) This is how SPSS PLUM does it also, according to the book mentioned below, and polr in the R MASS library. So, minus times minus gives plus... However, in the R VGAM library the effect of independent variables are added (as we are used to with OLS). A function call in VGAM: mo <- vglm(profread ~ male, cumulative(link = logit, reverse = FALSE, parallel = TRUE)) Similarly in SPSS the parts are added. SPSS is the program used in "Logistic Regression Models for Ordinal Response Variables" by Ann A. O'Connell. Another thing to notice: Gretl uses the ascending alternative. The odds are then accumulated over the lower-ordered categories. The opposite, the descending method, gives parameters directly comparable with OLS. However, this is easily given by reversing all the signs (for cut-points and independent variables) from the ascending method. The magnitudes stay the same. Perhaps some of this could be emphasized in the user guide? Thanks again. Have a nice week. Birger lø., 12.02.2011 kl. 12.58 -0500, skrev Allin Cottrell: > On Sat, 12 Feb 2011, Allin Cottrell wrote: > > > On Sat, 12 Feb 2011, Birger Baksaas wrote: > > > > > Coefficients from the Ordered Logit function are correct in gretl, but > > > the signs seem to be mixed up. > > > > I note that the gretl coefficients and cut-points (magnitude and > > sign) agree with those given by Wooldridge... > > In addition: > > <script> > open pension.gdt > logit pctstck const choice finc25 wealth89 prftshr > foreign language=R --send-data > library(MASS) > y <- factor(pctstck) > plr <- polr(y ~ choice + finc25 + wealth89 + prftshr, > method = "logistic") > summary(plr) > end foreign > </script> > > The coefficients (and cut points) given by gretl and R are > identical in both magnitude and sign. > > Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users