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2006-11-15
<P>新手上阵,如果问题傻的离谱,也请您狠狠拍我,别客气  <BR><BR>有序logit模型是否已经是假定了不同等级因变量的累积概率方程中各组的自变量系数是相等的,即是平行的?<BR>我的理解是平行性假定是这个模型提出的前提假设.<BR><BR>分析意愿的影响因素,在SPSS中进行有序回归时选择了平行性检验,但是检验通不过,就是相同的一组自变量在不同等级因变量取值的累加概率方程中的影响大小是相同的假设被拒绝了.我感觉这样就和模型基本的设立起了冲突. <BR><BR>找的书和文献都没有提到相关的例子,所以大胆地来问.<BR><BR>请教各位高手们,平行性检验可以不做吗(个人感觉不可少,但周围很多同学没选,而且我看的文献里也都没有提到平行性检验)? 大概什么原因会引起非平行呢? 该怎么解释和处理(不平行就要否定原来选择的有序logit模型另外选模型吗?但是参考的文献中都接受有序logit模型)?</P>
<P>谢谢<BR></P>
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2008-2-16 11:11:00

SPSS tests the proportional odds assumption, which is commonly referred to as the test of parallel lines because the null hypothesis states that the slope coefficients in the model are the same across response categories (and lines of the same slope are parallel). Since the ordered logit model estimates one equation over all levels of the response variable (as compared to the multinomial logit model), the test for proportional odds tests whether our one-equation model is valid. If we were to reject the null hypothesis based on the significance of the Chi-Square statistic, we would conclude that ordered logit coefficients are not equal across the levels of the outcome, and we would fit a less restrictive model (i.e., multinomial logit model). If we fail to reject the null hypothesis, we conclude that the assumption holds

PLUM
chist BY numcred othnstal housng WITH age duration
/LOCATION = numcred age duration
/CRITERIA = CIN(95) DELTA(0) LCONVERGE(0) MXITER(100) MXSTEP(5)
PCONVERGE(0)
/LINK = LOGIT
/PRINT = FIT TPARALLEL.


• chist is the dependent variable, numcred, othnstal, and housing are factors, and age and
duration are covariates.


• The location model is based on numcred, age, and duration. Note, however, that goodnessof-
fit statistics will be based on all of the factors and covariates on the variable list.


• CRITERIA specifies that the confidence level to use is 95, no delta value should be added
to cells with observed zero frequency, and neither the log-likelihood nor parameter estimates
convergence criteria should be used. This means that the procedure will stop when
either 100 iterations or 5 step-halving operations have been performed.


• LINK specifies that LOGIT function should be used.


• PRINT specifies the Pearson chi-square and the likelihood-ratio
chi-square statistics which are computed based on the classification
specified on the variable list.The Print subcomand also specified chi-squared score test of the parallellines assumption are tested.

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2010-5-9 16:34:19
哎,我也正在为这个问题困恼呢
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2010-5-13 09:06:15
有没有人来解答一下哎
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2010-5-13 16:28:12
个人觉得不能少!
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2010-8-17 23:41:57
的确不能少。如果检验通不过,怎么办?
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