* Ordered Outcome Chapter drop _all set obs 100 set seed 12345 gen double x1 = 3*uniform()+1 gen double x2 = 2*uniform()-1 gen double y = 1 + .5*x1 + 1.2*x2 + invnormal(uniform()) gen int ys = 1 if y <= 2.5 replace ys = 2 if y <= 3 & y > 2.5 replace ys = 3 if y <= 4 & y > 3 replace ys = 4 if y > 4 ologit ys x1 x2, nolog aic predict double (olpr1 olpr2 olpr3 olpr4), pr oprobit ys x1 x2, nolog aic predict double (oppr1 oppr2 oppr3 oppr4), pr oglm ys x1 x2, link(cloglog) nolog aic predict double (ocpr1 ocpr2 ocpr3 ocpr4), pr oglm ys x1 x2, link(loglog) nolog aic predict double (ozpr1 ozpr2 ozpr3 ozpr4), pr gologit2 ys x1 x2, nolog aic test [1=2], notest test [1=3], accumulate list ys olpr1 oppr1 ocpr1 ozpr1 in 55/62 list ys olpr2 oppr2 ocpr2 ozpr2 in 55/62 list ys olpr3 oppr3 ocpr3 ozpr3 in 55/62 list ys olpr4 oppr4 ocpr4 ozpr4 in 55/62 sysuse auto, clear replace rep78=3 if rep78<=3 drop if rep78==. label define replab 3 "poor-avg" 4 "good" 5 "best" label values rep replab tab rep78 ologit rep78 foreign length displacement, nolog aic oprobit rep78 foreign length displacement, nolog aic gologit2 rep78 foreign length displacement aic test [poor-avg=good] gologit2 rep78 foreign length displacement, link(logit) eform nolog gologit2 rep78 foreign length displacement, link(probit) nolog aic gologit2 rep78 foreign length displacement, link(cloglog) nolog aic display exp(2.334334) /* Exponentiated coefficient for Poor-Average foreign */ gologit2 rep78 foreign length displacement, link(loglog) nolog aic display exp(2.659394) /* Exponentiated coefficient for Poor-Average foreign */ set more off sysuse auto, clear generate headsize = int(headroom+.5) replace headsize = 4 if headsize==5 tab headsize ologit headsize foreign mpg price displacement, nolog brant brant, detail gologit2 headsize foreign mpg price displacement gologit2 headsize foreign mpg price displacement, autofit lrforce gologit2 headsize foreign mpg price displacement, npl(foreign) use edreligion, clear tab educlevel ologit educlevel religious kids age male, nolog aic brant, detail gologit2 educlevel religious kids age male, autofit lrforce nolog aic ocratio educlevel religious kids age male, link(logit) aic display "AIC Statistic = " (-2*(-605.4009+4)/997) ocratio educlevel religious kids age male, link(logit) eform aic