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bicop: A command for fitting bivariate ordinal regressions with residual dependence characterized by a copula function and normal mixture marginals

Author

Listed:
  • Mónica Hernández-Alava

    (University of Sheffield)

  • Stephen Pudney

    (University of Essex)

Abstract

In this article, we describe a new Stata command, bicop, for fitting a model consisting of a pair of ordinal regressions with a flexible residual distri- bution, with each marginal distribution specified as a two-part normal mixture, and stochastic dependence governed by a choice of copula functions. The bicop command generalizes the existing biprobit and bioprobit commands, which as- sume a bivariate normal residual distribution. We present and explain the bicop estimation command and the available postestimation commands using data on financial well-being from the UK Understanding Society Panel Survey. Copyright 2016 by StataCorp LP.

Suggested Citation

  • Mónica Hernández-Alava & Stephen Pudney, 2016. "bicop: A command for fitting bivariate ordinal regressions with residual dependence characterized by a copula function and normal mixture marginals," Stata Journal, StataCorp LP, vol. 16(1), pages 159-184, March.
    • Handle: RePEc:tsj:stataj:v:16:y:2016:i:1:p:159-184
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    Citations

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    Cited by:

    1. Nathalie Havet & Morgane Plantier, 2023. "The links between difficult working conditions and sickness absences in the case of French workers," LABOUR, CEIS, vol. 37(1), pages 160-195, March.
    2. Hernández-Alava, Mónica & Pudney, Stephen, 2017. "Econometric modelling of multiple self-reports of health states: The switch from EQ-5D-3L to EQ-5D-5L in evaluating drug therapies for rheumatoid arthritis," Journal of Health Economics, Elsevier, vol. 55(C), pages 139-152.

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