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Semi-nonparametric estimation of extended ordered probit models

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Author Info

  • Mark B. Stewart

    (Economics Department, University of Warwick)

Abstract

This paper presents a semi-nonparametric estimator for a series of generalized models that nest the ordered probit model and thereby relax the distributional assumption in that model. It describes a new Stata command for fitting such models and presents an illustration of the approach. Copyright 2004 by StataCorp LP.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 4 (2004)
Issue (Month): 1 (March)
Pages: 27-39

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Handle: RePEc:tsj:stataj:v:4:y:2004:i:1:p:27-39

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Related research

Keywords: ordered response models; ordered probit; semi-nonparametric estimation;

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