Hello all,
Coefficients from the Ordered Logit function are correct in gretl, but
the signs seem to be mixed up.
According to the user guide, gretl fits an ascending cumulative odds
model. Then it predicts the odds of being at or below a particular
category. In this case the slopes for independent variables simply have
wrong signs.
To make the model more similar to OLS and common sense, descending
models could be fitted. (Aggregating at or beyond). Then all the cut
points have wrong signs now, and the coefficients are correct.
I cannot see that this is mentioned in change logs or discussion lists.
My gretl version is 1.8.7 on Ubuntu 10.04.
Am I correct here, or am I missing something? (If needed I can send R
comparisons and spreadsheets converting to probabilities for models in
the book "Logistic Regression Models for Ordinal Response Variables" by
Ann A. O'Connell).
Best regards
Birger