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2006-05-17

Which link function should we choose when we do ordinal regression in SPSS? Thanks!

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2006-5-17 12:55:00

Logit: Evenly Distributed Categories

Complementary Log-Log: Higher Categories More Probable;

Negative Log-Log:Lower Categories More Probable

Probit: Analysis with Explicitly Normally Distributed Latent Variable;

Cauchit: Outcome With Many Extreme Value

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2006-5-17 13:00:00

Probit and logit models are reasonable choices when the changes in the cumulative probabilities are gradual. If there are abrupt changes, other link functions should be used. The complementary log- log link may be a good model when the cumulative probabilities increase from 0 fairly slowly and then rapidly approach 1. If the opposite is true, namely that the cumulative probability for lower scores is high and the approach to 1 is slow, the negative log- log link may describe the data. If the complementary log- log model describes the probability of an event occurring, the loglog model describes the probability of the event not occurring.

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SPSS 14.0 Advanced Statistical Procedures Companion
by Marija J. Norušis
ISBN 0-13-174700-2
Prentice Hall
Pages 368

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