Separating location and dispersion in ordinal regression models

G. Tutz and M. Berger

Econometrics and Statistics, 2017, vol. 2, issue C, 131-148

Abstract: In ordinal regression the focus is typically on location effects, potential variation in the distribution of the probability mass over response categories referring to stronger or weaker concentration in the middle is mostly ignored. If dispersion effects are present but ignored goodness-of-fit suffers and, more severely, biased estimates of location effects are to be expected since ordinal regression models are non-linear. A model is proposed that explicitly links varying dispersion to explanatory variables. It is able to explain why frequently some variables are found to have category-specific effects. The embedding into the framework of multivariate generalized linear models allows to use computational tools and asymptotic results that have been developed for this class of models. The model is compared to alternative approaches in applications and simulations. In addition, a visualization tool for the combination of location and dispersion effects is proposed and used in applications.

Keywords: Proportional odds model; Location-scale model; Location-shift model; Ordinal response models; Dispersion modeling (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S245230621630003X
Full text for ScienceDirect subscribers only. Contains open access articles

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:2:y:2017:i:c:p:131-148

DOI: 10.1016/j.ecosta.2016.10.002

Access Statistics for this article

Econometrics and Statistics is currently edited by E.J. Kontoghiorghes, H. Van Dijk and A.M. Colubi

More articles in Econometrics and Statistics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().