Message/Author 

Armen posted on Monday, May 15, 2006  11:53 pm



Dear Professor/s, I am trying to fit a Multivariate ordered logit/probit model using Mplus. I have 6 equations (with same 8 variables in each) that I would like to estimated jointly. Here is a part of the code in Mplus. ANALYSIS: !ESTIMATOR=WLSMV; ESTIMATOR=ML; !iterations=10000; MODEL: y1 on x1 x2 x3 x4 x5 x6 x7 x8; y2 on x1 x2 x3 x4 x5 x6 x7 x8; y3 on x1 x2 x3 x4 x5 x6 x7 x8; y4 on x1 x2 x3 x4 x5 x6 x7 x8; y5 on x1 x2 x3 x4 x5 x6 x7 x8; y6 on x1 x2 x3 x4 x5 x6 x7 x8; Question 1. Will this code estimate the model jointly? Question 2. Does ML use logit by default? If it does, what kind of reference would you suggest for Multivariate logit models? Question 3.How can I specify probit option for ML? Thank you, Armen 


1. Yes. 2. Yes. Maddala, G.S. (1983). Limiteddependent and qualitative variables in econometrics. Cambridge: Cambridge University Press. 3. LINK=PROBIT; in the ANALYSIS command. 

Armen posted on Thursday, May 18, 2006  2:44 am



Thank you very much! I have run the models. One little confusion has occured. Using WLSMV Mplus reports the crossequation correlations. However, it does not report those using ML (logit and probit). What can I do to get the crossequation correlations using ML option? Armen 


I'm not sure what you mean by crossequation correlations. Do you mean residual covariances? 

Armen posted on Wednesday, May 31, 2006  11:09 pm



Yes. How can I get residual covariances across equations under ML? Also, how can I compute marginal effects in Mplus for multivariate ordered probit model? Thank you! 


You need to use a factor as shown in Example 7.16. Each residual covariance is one dimension of integration. I think by marginal effects you mean derivatives or elasticities. These are not provided by Mplus. 


When specifying an ordered logistic model with categorical explanatory variables, is my interpretation correct that the reported coefficients for the explanatory variables represent the log odds ratios of "0" versus "1" for the dummycoded explanatory variables (i.e., the reference category for the dummycoded explanatory variable is "1")? The signs of the coefficients are opposite from what I would expect if the reference category were "0" for the explanatory variables. 


No, the reference category for the 0/1 x variable is 0 like in regular regression on a dummy variable. Perhaps there is another reason for the sign change. 


The problem I am working on involves correlated ordinal responses to numerous survey questions. All the survey questions are driving toward a similar theme (effectiveness of technical assistance) but they ask about various skills and services the TA provided. It appears multivariate ordered probit or logit is one way to proceed. The above setup by Armen looks very userfriendly. Will Mplus use markovchain monte carlo simulation to maximize the likelihood function. How can I read more on what mplus is doing in the background? 


Mplus does not do Bayesian estimation using MarkovChain Monte Carlo. For ordinal responses, probit regression is available using a weighted least squares estimator or a maximum likelihood estimator and logistic regression is available using a maximum likelihood estimator. See the technical appendices on the website for further details. 

Sarah Ryan posted on Wednesday, February 29, 2012  5:50 pm



Linda stated, in 2006: "I think by marginal effects you mean derivatives or elasticities. These are not provided by Mplus." Is this still the case? A reviewer is asking for average marginal effects (my work is based on a structural regression model using WLSMV). 


There have been no changes in this regard. 


Hi, I have a control and treatment group with multiple binary outcomes and a mix of categorical and continuous IVs. I was hoping to run a multivariate probit and have specified the following code: GROUPING IS Trmt (1 = CLIMATE 2 = CONTROL); CATEGORICAL ARE y1 y2; ANALYSIS: ESTIMATOR IS WLSMV; ITERATIONS = 10000; CONVERGENCE = 0.01; PARAMETERIZATION=DELTA; MODEL: y1 y2 ON x1 x2 x3 x4 x5 x6; 'x1x3 are categorical' Am I on the right track? 


It looks that way. If x1, x2, or x3 has three or more unordered categories, you need to create a set of dummy variable. 


Thank you 

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