Testing the Parallel Lines Assumption

For an ordinal response, PROC SURVEYLOGISTIC  performs a test of the parallel lines assumption. In the displayed output, this test is labeled "Score Test for the Equal Slopes Assumption" when the LINK= option is NORMIT or CLOGLOG. When LINK=LOGIT, the test is labeled as "Score Test for the Proportional Odds Assumption" in the output. This section describes the methods used to calculate the test.

For this test, the number of response levels, , is assumed to be strictly greater than 2. Let be the response variable taking values . Suppose there are explanatory variables. Consider the general cumulative model without making the parallel lines assumption:

     

where is the link function, and is a vector of unknown parameters consisting of an intercept and slope parameters . The parameter vector for this general cumulative model is

     

Under the null hypothesis of parallelism , there is a single common slope parameter for each of the explanatory variables. Let be the common slope parameters. Let and be the MLEs of the intercept parameters and the common slope parameters. Then, under , the MLE of is

     

and the chi-squared score statistic has an asymptotic chi-square distribution with degrees of freedom. This tests the parallel lines assumption by testing the equality of separate slope parameters simultaneously for all explanatory variables.