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Selection-endogenous ordered probit and dynamic ordered probit models


  • Alfonso Miranda

    () (Institute of Education, University of London)

  • Massimiliano Bratti

    () ((University of Milan)


In this presentation we define two qualitatitive response models: 1) Selection Endogenous Dummy Ordered Probit model (SED-OP); 2) a Selection Endogenous Dummy Dynamic Selection Ordered Probit model (SED- DOP). The SED-OP model is a three-equation model constituted of an endogenous dummy equation, a selection equation, and a main equation which has an ordinal response form. The main feature of the model is that the endogenous dummy enters both the selection equation and the main equation. The dynamic SED-DOP model allows both the selection equation and the ordered equation to be dynamic by including lagged individual behaviour. Initial conditions are properly accounted for and free correlation among unobservables entering each of the three equations is allowed. We show how these models can be estimated in Stata using Maximum Simulated Likelihood.

Suggested Citation

  • Alfonso Miranda & Massimiliano Bratti, 2009. "Selection-endogenous ordered probit and dynamic ordered probit models," United Kingdom Stata Users' Group Meetings 2009 01, Stata Users Group.
  • Handle: RePEc:boc:usug09:01

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