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Semi-nonparametric estimation of extended ordered probit models

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  • Mark Stewart

    () (University of Warwick)

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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Bibliographic Info

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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Web page: http://www.stata.com/meeting/9uk
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Cited by:
  1. Laszlo Goerke & Markus Pannenberg, 2008. "Risk Aversion and Trade Union Membership," SOEPpapers on Multidisciplinary Panel Data Research 88, DIW Berlin, The German Socio-Economic Panel (SOEP).
  2. Giuseppe De Luca & Valeria Perotti, 2010. "Estimation of ordered response models with sample selection," CEIS Research Paper 168, Tor Vergata University, CEIS, revised 03 Jun 2010.
  3. Ken Clark & Stephen Drinkwater, 2010. "Patterns of ethnic self-employment in time and space: evidence from British Census microdata," Small Business Economics, Springer, vol. 34(3), pages 323-338, April.
  4. G Migali & Ian Walker, 2011. "Estimates of the Causal Effects of Education on Earnings over the Lifecycle with Cohort Eects and Endogenous Education," Working Papers 2248796, Lancaster University Management School, Economics Department.
  5. repec:ese:iserwp:2009-19 is not listed on IDEAS
  6. Doyle, Orla & Harmon, Colm & Walker, Ian, 2005. "The Impact of Parental Income and Education on the Health of their Children," CEPR Discussion Papers 5359, C.E.P.R. Discussion Papers.
  7. Takalo, Tuomas & Tanayama, Tanja & Toivanen, Otto, 2008. "Evaluating innovation policy: a structural treatment effect model of R&D subsidies," Research Discussion Papers 7/2008, Bank of Finland.
  8. Pouliakas, Konstantinos & Theodossiou, Ioannis, 2009. "Rewarding Carrots & Crippling Sticks: Eliciting Employee Preferences for the Optimal Incentive Mix in Europe," MPRA Paper 14167, University Library of Munich, Germany.
  9. Hiroaki Masuhara, 2007. "Semi-nonparametric estimation of regression-based survival models," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-12.
  10. repec:ese:iserwp:2005-18 is not listed on IDEAS
  11. Helmut Rainer & Thomas Siedler, 2009. "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, vol. 76(303), pages 528-556, 07.
  12. Petri Böckerman & Pekka Ilmakunnas, 2005. "Do Job Disamenities Raise Wages or Ruin Job Satisfaction?," Labor and Demography 0501001, EconWPA.
  13. Brown, Sarah & Garino, Gaia & Martin, Christopher, 2009. "Firm performance and labour turnover: Evidence from the 2004 workplace employee relations survey," Economic Modelling, Elsevier, vol. 26(3), pages 689-695, May.
  14. Giuseppe De Luca & Franco Peracchi, 2007. "A sample selection model for unit and item nonresponse in cross-sectional surveys," CEIS Research Paper 95, Tor Vergata University, CEIS.
  15. repec:ebl:ecbull:v:3:y:2007:i:61:p:1-12 is not listed on IDEAS
  16. A. Sharma; & L. Siciliani; & A. Harris ;, 2011. "Waiting times and socioeconomic status: does sample selection matter?," Health, Econometrics and Data Group (HEDG) Working Papers 11/22, HEDG, c/o Department of Economics, University of York.

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