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:||10 Jun 2010|
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- 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.
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- 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.
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SOI - Working Papers
0507, Socioeconomic Institute - University of Zurich.
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- 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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