Hello Statalist,
I am running ordered probit regressions and have been using gologit2 rather than oprobit, because the proportional odds assumption fails for some of the variables. However, the data is cross-country and I want to weight by country population using aweight, which oprobit does allow but gologit2 does not allow. Since the variables that fail the proportional odds assumption are just controls and not the variables of interest (as revealed when using the autofit option on gologit2), would it be wrong to use oprobit and ignore the prop. odds assumption in this case? Will the estimates for the variables of interest be reliable?
Secondly, when running oprobit or gologit2 for some subsamples, Stata sometimes gives messages such as “Note: 11 observations completely determined. Standard errors questionable.” or “WARNING! 11 in-sample cases have an outcome with a predicted probability that is less than 0.” What does this mean, and how concerned should I be by this?
Thank you!
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