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gencrm: A new command for generalized continuation-ratio modelsJournal: Stata Journal

Author

Listed:
  • Shawn Bauldry

    (Purdue University)

  • Jun Xu

    (Ball State University)

  • Andrew S. Fullerton

    (Oklahoma State University)

Abstract

A continuation-ratio model represents a variant of an ordered regres- sion model that is suited to modeling processes that unfold in stages, particularly those in which a return to a previous stage is not possible (for example, educational attainment, job promotion, or disease progression). The parameters for covariates in continuation-ratio models may be constrained to be equal, vary by a set of common factors (that is, proportionality constraints), or freely vary across stages. Currently, there are three community-contributed commands that fit continuation- ratio models. Each of these commands fits some subset of continuation-ratio mod- els involving parameter constraints, but none of them offer complete coverage of the range of possibilities. The new gencrm command expands the options for continuation-ratio models to include the possibility for some of or all the covari- ates to be constrained to be equal, to freely vary, or to vary by a set of common factors across stages. gencrm relies on Stata’s maximum likelihood routines for estimation and avoids reshaping the data. gencrm includes options for three link functions (logit, probit, and cloglog) and supports Stata’s multiple-imputation suites of commands.

Suggested Citation

  • Shawn Bauldry & Jun Xu & Andrew S. Fullerton, 2018. "gencrm: A new command for generalized continuation-ratio modelsJournal: Stata Journal," Stata Journal, StataCorp LP, vol. 18(4), pages 924-936, December.
    • Handle: RePEc:tsj:stataj:v:18:y:2018:i:4:p:924-936
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    Citations

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    Cited by:

    1. Sadick Mohammed & Awudu Abdulai, 2022. "Heterogeneity in returns to agricultural technologies with incomplete diffusion: Evidence from Ghana," Review of Development Economics, Wiley Blackwell, vol. 26(1), pages 323-353, February.

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