title: Ordinal probability effect measures for group comparisons in multinomial cumulative link models.
abstract: We consider simple ordinal model-based probability effect measures for comparing distributions of two groups, adjusted for explanatory variables. An "ordinal superiority" measure summarizes the probability that an observation from one distribution falls above an independent observation from the other distribution, adjusted for explanatory variables in a model. The measure applies directly to normal linear models and to a normal latent variable model for ordinal response variables. It equals Φ(β/2) for the corresponding ordinal model that applies a probit link function to cumulative multinomial probabilities, for standard normal cdf Φ and effect β that is the coefficient of the group indicator variable. For the more general latent variable model for ordinal responses that corresponds to a linear model with other possible error distributions and corresponding link functions for cumulative multinomial probabilities, the ordinal superiority measure equals exp(β)/[1+exp(β)] with the log-log link and equals approximately exp(β/2)/[1+exp(β/2)] with the logit link, where β is the group effect. Another ordinal superiority measure generalizes the difference of proportions from binary to ordinal responses. We also present related measures directly for ordinal models for the observed response that need not assume corresponding latent response models. We present confidence intervals for the measures and illustrate with an example.
authors.affiliation: Department of Statistics, University of Florida, Gainesville, Florida 32605, U.S.A.
authors.forename: Alan
authors.initials: A
authors.lastname: Agresti
authors.affiliation: Institute of Statistics, RWTH Aachen University, D-52056 Aachen, Germany.
authors.forename: Maria
authors.initials: M
authors.lastname: Kateri
mesh_terms: D001699:Biometry / Q000379:methods*; D016014:Linear Models; D015233:Models, Statistical; D011336:Probability; D016008:Statistical Distributions
keywords: Cumulative logit model; Cumulative probit model; Mann-Whitney statistic; Ordinal multinomial models; Proportional odds; Stochastic ordering