Dear all,
I used Clarify to obtain the predicted probabilities
for the four categories of a dependent variable and
the "first difference" effects of independent
variables of interest in an ordered logit model. The
output generated provides statistics on "mean values
for quantity of interest," "standard errors" and the
"confidence intervals." However, in trying to
calculate the p-values and determine the exact "level
of significance," I am not quite sure on how to
proceed.
Page 27 of the Manual says that "simqi" for ordered
logit is drawn from a multinomial distribution with n
(degree of freedom?)=1. If so, how could I find the
exact cumulative densities with Stata? Or, did I
misunderstand the distribution underlying the reported
statistics by Clarify so that I could simply get
t-values or z-values from the means and standard
errors?
Any help will be tremendously appreciated. Many
thanks in advance.
Best wishes,
Yumin
=====
Yumin Sheng
Ph.D. Candidate
Dept. of Political Science
Yale University
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