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

  • Christian Pfarr
  • Andreas Schmid
  • Udo Schneider

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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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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  1. Guillaume R. Frechette, 2001. "Random-effects ordered probit," Stata Technical Bulletin, StataCorp LP, vol. 10(59).
  2. Stefan Boes & Rainer Winkelmann, 2005. "Ordered Response Models," SOI - Working Papers 0507, Socioeconomic Institute - University of Zurich.
  3. 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.
  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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