REGOPROB: Stata module to estimate random effects generalized ordered probit models
Stefan Boes
Abstract
Stefan Boes
Abstract
regoprob is a user-written procedure to estimate random effects generalized ordered probit models in Stata. The actual values taken on by the dependent variable are irrelevant except that larger values are assumed to correspond to "higher" outcomes. The generalized model relaxes the parallel regression assumption of standard ordered probit models and its random effects counterpart. It is a rewritten version of goprobit for panel data. The likelihood for each unit is approximated by Gauss-Hermite quadrature.
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regoprob is a user-written procedure to estimate random effects generalized ordered probit models in Stata. The actual values taken on by the dependent variable are irrelevant except that larger values are assumed to correspond to "higher" outcomes. The generalized model relaxes the parallel regression assumption of standard ordered probit models and its random effects counterpart. It is a rewritten version of goprobit for panel data. The likelihood for each unit is approximated by Gauss-Hermite quadrature.
Key concepts: Mathematics, Probit model, Ordered probit, Random effects model, Probit, Statistics, Multinomial probit, Econometrics