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  • How to check the proportional odds assumption in multilevel ordered logit

    I am currently running a multilevel ordered logit with individuals nested within seven countries, where the DV has three outcomes (0 = disagree, 1 = indifferent, 2 = agree). For simplicity, let's say that I add two IVs:
    X1 = gender dummy variable (0 = man, 1 = woman)
    X2 = patriotism on a 9 point scale, considered to be continuous

    Lets forget about the multilevel structure for a moment, and just run an ordered logit:

    ologit attitude gndr patriotism

    I can then use the Brant test command (part of the 'spost'-add-on, installed using -findit spost-), to check the proportional odds assumption (that the cumulative odds ratio is constant across response categories):

    brant, detail

    However, I want to test the proportional odds assumption with a multilevel structure. First I run the model of interest:

    meologit attitude gndr patriotism || country:, intmethod(ghermite)

    Then, if I run the Brant test command as before, I get an error:

    brant, detail
    brant can only be used after ologit

    I am not sure if it is at all possible to check the proportional odds assumption in multilevel models. If it is, do you know of any (possibly user-written) commands that I could use in this instance?
    Last edited by Sixten Maximillian Thestrup; 08 May 2014, 01:06.

  • #2
    Hi Sixten,

    You could try fitting an equivalent model using gllamm (SSC) relaxing the parallel lines assumption and do a set of test postestimation commands to discern whether there's evidence of the assumption being violated.

    something like:

    Code:
    eq thresh: gndr patriotism
    gllamm attitude, i(country) family(binomial) link(ologit) thresh(thresh)
    test [_cut11]_b[gndr] = [_cut21]_b[gndr]
    test [_cut11]_b[patriotism] = [_cut21]_b[patriotism]
    The test commands should give you some sense of whether the assumption is violated for those variables.

    ​- joe
    Joseph Nicholas Luchman, Ph.D., PStat® (American Statistical Association)
    ----
    Research Fellow
    Fors Marsh

    ----
    Version 18.0 MP

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    • #3
      Hi Joseph,

      Would it be possible to run a partial-proportional odds model in gllamm?
      I.e., once significance tests reveal the coefficient for threshold _cut11 and _cut12 do significantly differ, but the thresholds for _cut12 and _cut13 [and _cut14, etc.] do not,
      is there some way to account for this in a new model?

      Thanks.
      Martijn

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      • #4
        Has there been any additional solutions to this issue since this was written? Can you use the test command after running meologit or can it only be used for gllamm?

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