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OGLM9: Stata module to estimate Ordinal Generalized Linear Models

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Author Info

  • Richard Williams

    ()
    (University of Notre Dame)

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    Abstract

    oglm estimates Ordinal Generalized Linear Models. It supports several link functions, including logit, probit, complementary log-log, log-log and cauchit. When an ordinal regression model incorrectly assumes that error variances are the same for all cases, the standard errors are wrong and (unlike OLS regression) the parameter estimates are biased. With oglm you can estimate heterogeneous choice/ location-scale models that explicitly specify the determinants of heteroskedasticity in an attempt to understand and correct for it. Several other special cases of ordinal generalized linear models can also be estimated by oglm. oglm was inspired by the SPSS PLUM routine but differs somewhat in its terminology, labeling of links, and the variables that are allowed when modeling heteroskedasticity. oglm9 is the last version of oglm that runs on Stata 9 & 10. Stata 11+ users should use oglm instead.

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    File URL: http://fmwww.bc.edu/repec/bocode/o/oglm9.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/o/oglm9_ll.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/o/oglm9_p.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/o/oglm9.hlp
    File Function: help file
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    File URL: http://www.nd.edu/~rwilliam/oglm/
    File Function: support page
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    Bibliographic Info

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457244.

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    Programming language: Stata
    Requires: Stata version 9.2
    Date of creation: 11 Feb 2011
    Date of revision:
    Handle: RePEc:boc:bocode:s457244

    Note: This module should be installed from within Stata by typing "ssc install oglm9". 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: logit; probit; cloglog; loglog; cauchit; ordinal regression; generalized linear models; heteroskedasticity; heterogeneous choice models;

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