The SURVEYLOGISTIC Procedure

Cumulative Logit Model

A cumulative logit model uses the logit function

\[  g(t)=\log \left( \frac{t}{1-t} \right)  \]

as the link function.

Denote the cumulative sum of the expected proportions for the first d categories of variable Y by

\[  F_{hijd}=\sum _{r=1}^ d \pi _{hijr}  \]

for $d=1, 2, \ldots , D.$ Then the cumulative logit model can be written as

\[  \log \left(\frac{F_{hijd}}{1-F_{hijd}}\right) = \alpha _ d+\mb {x}_{hij}\bbeta  \]

with the model parameters

$\displaystyle  \bbeta  $
$\displaystyle  =  $
$\displaystyle  (\beta _1, \beta _2, \ldots , \beta _ k)’ $
$\displaystyle \balpha  $
$\displaystyle = $
$\displaystyle  (\alpha _1, \alpha _2, \ldots , \alpha _ D)’, \,  \,  \,  \alpha _1<\alpha _2<\cdots <\alpha _ D  $
$\displaystyle \btheta  $
$\displaystyle  =  $
$\displaystyle  (\balpha ’,\bbeta ’)’  $