Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure
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.
|Date of creation:||23 Oct 2010|
|Contact details of provider:|| Postal: Avenue de Beaulieu, 1160 Brussels|
Phone: +322 299 3523
Fax: +322 299 3523
Web page: http://www.eeri.eu/index.htm
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- William H. Greene & Mark N. Harris & Bruce Hollingworth & Pushkar Maitra, 2008. "A Bivariate Latent Class Correlated Generalized Ordered Probit Model with an Application to Modeling Observed Obesity Levels," Working Papers 08-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stephen Pudney & Michael Shields, "undated".
"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.
- Stephen Pudney & Michael Shields, 2000. "Gender, race, pay and promotion in the British nursing profession: estimation of a generalized ordered probit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 367-399.
- Stephen Pudney & Michael Shields, . "Gender, Race, Pay and Promotion in the British Nursing Profession: Estimation of a Generalised Ordered Probit Model," Discussion Papers in Public Sector Economics 97/4, Department of Economics, University of Leicester.
- Stefan Boes & Rainer Winkelmann, 2006.
"Ordered response models,"
AStA Advances in Statistical Analysis,
Springer;German Statistical Society, vol. 90(1), pages 167-181, March.
- 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.
- Guillaume R. Frechette, 2001. "Random-effects ordered probit," Stata Technical Bulletin, StataCorp LP, vol. 10(59), pages -.
- Greene,William H. & Hensher,David A., 2010.
"Modeling Ordered Choices,"
Cambridge University Press, number 9780521194204, October.
When requesting a correction, please mention this item's handle: RePEc:eei:rpaper:eeri_rp_2010_43. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Julia van Hove)
If references are entirely missing, you can add them using this form.