Semi-nonparametric estimation of extended ordered probit models
AbstractA 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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Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2003 with number 04.
Date of creation: 16 Mar 2002
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Other versions of this item:
- Mark B. Stewart, 2004. "Semi-nonparametric estimation of extended ordered probit models," Stata Journal, StataCorp LP, vol. 4(1), pages 27-39, March.
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