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REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)

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Author Info

  • Christian Pfarr

    ()
    (University of Bayreuth, Chair of Economics III)

  • Andreas Schmid

    ()
    (University of Bayreuth, Chair of Economics III)

  • Udo Schneider

    ()
    (University of Bayreuth, Chair of Economics III)

Abstract

regoprob2 is a user-written program and an extension of regoprob (SSC, Stefan Boes) that estimates random effects generalized ordered probit models for ordinal dependent variables. We added the option of auto fitting the process of identifying the relevant variables that meet the parallel line assumption. regoprob2 is backward compatible with regoprob but offers one additional powerful option, namely the autofit option. With the option autofit or autofit2(alpha) the user has the possibility to automatically test for the variables, that are constraint over the categories.

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File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob2.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob2_autofit.ado
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File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob_p.ado
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File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob_ll.ado
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File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob_llc.ado
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File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob2.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit.ado
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File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit_p.ado
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File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit_ll.ado
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File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/g/ghquadm.ado
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File URL: http://fmwww.bc.edu/repec/bocode/g/ghquadm.hlp
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457153.

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Programming language: Stata
Requires: Stata version 8
Date of creation: 22 May 2010
Date of revision:
Handle: RePEc:boc:bocode:s457153

Note: This module should be installed from within Stata 8 by typing "ssc install regoprob2". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: generalized ordered probit; random effects; autofit;

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