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Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure

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  • Christian Pfarr
  • Andreas Schmid
  • Udo Schneider

Abstract

Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do not vary between the categories (parallel-lines assumption). This view neglects possible heterogeneous effects of some explaining factors. This paper describes the use of an autofit option for identifying variables that meet the parallel-lines assumption when estimating a random effects generalized ordered probit model. We combine the test procedure developed by Richard Williams (gologit2) with the random effects estimation command regoprob by Stefan Boes.

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Bibliographic Info

Paper provided by Economics and Econometrics Research Institute (EERI), Brussels in its series EERI Research Paper Series with number EERI_RP_2010_43.

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Date of creation: 23 Oct 2010
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Handle: RePEc:eei:rpaper:eeri_rp_2010_43

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Keywords: Generalized ordered probit; panel data; autofit; self-assessed health.;

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References

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  1. Stefan Boes & Rainer Winkelmann, 2006. "Ordered response models," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 167-181, March.
  2. Stephen Pudney & Michael Shields, . "Gender, Race, Pay and Promotion in the British Nursing Profession Estimation of a Generalised Ordered ProbitModel," Discussion Papers in Economics 97/4, Department of Economics, University of Leicester.
  3. Guillaume R. Frechette, 2001. "Random-effects ordered probit," Stata Technical Bulletin, StataCorp LP, vol. 10(59).
  4. Christian Pfarr & Andreas Schmid & Udo Schneider, 2010. "REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)," Statistical Software Components S457153, Boston College Department of Economics.
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Cited by:
  1. Samanthi Durage & Lina Kattan & S. Wirasinghe & Janaka Ruwanpura, 2014. "Evacuation behaviour of households and drivers during a tornado," Natural Hazards, International Society for the Prevention and Mitigation of Natural Hazards, vol. 71(3), pages 1495-1517, April.
  2. Pfarr, Christian & Schneider, Brit S. & Schneider, Udo & Ulrich, Volker, 2010. "I feel good! Gender differences and reporting heterogeneity in self-assessed health," MPRA Paper 24231, University Library of Munich, Germany.
  3. Daghbashyan, Zara & Hårsman, Björn, 2012. "University choice and entrepreneurship," Working Paper Series in Economics and Institutions of Innovation 292, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  4. Pfarr, Christian & Schmid, Andreas & Schneider, Udo, 2011. "Reporting Heterogeneity in Self-Assessed Health among Elderly Europeans: The Impact of Mental and Physical Health Status," MPRA Paper 29900, University Library of Munich, Germany.
  5. Zara Daghbashyan & Björn Hårsman, 2014. "University choice and entrepreneurship," Small Business Economics, Springer, vol. 42(4), pages 729-746, April.

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