Semi-nonparametric estimation of extended ordered probit models

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Semi-nonparametric estimation of extended ordered probit models

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Mark Stewart () (University of Warwick)

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Mark Stewart

Abstract

A semi-nonparametric estimator is presented for a series of generalized models that nest the ordered probit model and thereby relax the distributional assumptions in that model. A new Stata command for the estimation of such models is presented. The approach is illustrated using examples.

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Paper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2003 with number 04.

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Date of creation: 16 Mar 2002
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Handle: RePEc:boc:usug03:04

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Article
- Mark B. Stewart, 2004. "Semi-nonparametric estimation of extended ordered probit models," Stata Journal, StataCorp LP, vol. 4(1), pages 27-39, March. [Downloadable!]

This paper has been announced in the following NEP Reports:

NEP-ALL-2003-05-29 (All new papers)
NEP-DCM-2003-05-29 (Discrete Choice Models)

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