2010RePEc: Research Papers in EconomicsRequires access

REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)

Christian Pfarr, Andreas Schmid, Udo Schneider

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Abstract

regoprob2 is a user-written program and an extension of regoprob (SSC, Stefan Boes) that estimates random effects generalized ordered probit models for ordinal dependent variables. We added the option of auto fitting the process of identifying the relevant variables that meet the parallel line assumption. regoprob2 is backward compatible with regoprob but offers one additional powerful option, namely the autofit option. With the option autofit or autofit2(alpha) the user has the possibility to automatically test for the variables, that are constraint over the categories.

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What this paper is about

regoprob2 is a user-written program and an extension of regoprob (SSC, Stefan Boes) that estimates random effects generalized ordered probit models for ordinal dependent variables. We added the option of auto fitting the process of identifying the relevant variables that meet the parallel line assumption. regoprob2 is backward compatible with regoprob but offers one additional powerful option, namely the autofit option. With the option autofit or autofit2(alpha) the user has the possibility to automatically test for the variables, that are constraint over the categories.

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Available abstract

regoprob2 is a user-written program and an extension of regoprob (SSC, Stefan Boes) that estimates random effects generalized ordered probit models for ordinal dependent variables. We added the option of auto fitting the process of identifying the relevant variables that meet the parallel line assumption. regoprob2 is backward compatible with regoprob but offers one additional powerful option, namely the autofit option. With the option autofit or autofit2(alpha) the user has the possibility to automatically test for the variables, that are constraint over the categories.

Key concepts: Probit model, Extension (predicate logic), Ordered probit, Probit, Econometrics, Constraint (computer-aided design), Multinomial probit, Mathematics

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