Semi-nonparametric estimation of extended ordered probit models
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.Download Info
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Paper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2003 with number 04.Length:
Date of creation: 16 Mar 2002
Date of revision:
Handle: RePEc:boc:usug03:04
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Web page: http://www.stata.com/meeting/9uk
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Related research
Keywords: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.
- NEP-ALL-2003-05-29 (All new papers)
- NEP-DCM-2003-05-29 (Discrete Choice Models)
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Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
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