I'm new to Stata, so apologies in advance if this is a basic question. I am having some issues applying coefficients from my gologit2 model from my data, to a test dataset. I'm wondering whether I'm approaching this wrong!?
  • Dataset split into two - development and test datasets
  • Outcome variable is severity of a disease of interest (mild, moderate, severe)
  • GOLOGIT2 used due to issues with the proportional odds assumption being violated in OLOGIT
  • Stepwise ran using GOLOGIT2 (without autofit as read somewhere that SW and autofit should not be run together)
  • Final model run but with autofit.
  • When I try to apply coeefficients from this regression to my test dataset it does not work.I have tried the following options:
  1. I applied estimation results to test data and tried to use predict.
    • Code:
      • Use develop.dta
      • Gologit2 y i.x1 x2 x3, autofit
      • drop _all
      • use test.dta
      • predict p1 p2 p3
    • Issue is that dummy variables created in the development data that are not present in the test data
  2. After fitting the model on the development data, merge in test data in and run the predict command - Issue is that it wont predict for the merged data – probably due to a similar issue to the one above
  3. I pulled in the development and test data into one big dataset and tried to use if with gologit2 (i.e. to run the model on half of my data if var ==1 ), then appy coefficients to all.Message came up saying that I could not use if with gologit2.
Many thanks for your help!