OGLM: Stata module to estimate Ordinal Generalized Linear Models

Richard Williams ()
Additional contact information
Richard Williams: University of Notre Dame

Statistical Software Components from Boston College Department of Economics

Abstract: oglm estimates Ordinal Generalized Linear Models. It supports several link functions, including logit, probit, complementary log-log, log-log and cauchit. When an ordinal regression model incorrectly assumes that error variances are the same for all cases, the standard errors are wrong and (unlike OLS regression) the parameter estimates are biased. With oglm you can estimate heterogeneous choice/ location-scale models that explicitly specify the determinants of heteroskedasticity in an attempt to understand and correct for it. Several other special cases of ordinal generalized linear models can also be estimated by oglm. oglm was inspired by the SPSS PLUM routine but differs somewhat in its terminology, labeling of links, and the variables that are allowed when modeling heteroskedasticity.

Language: Stata
Requires: Stata version 9.2
Keywords: logit; probit; cloglog; loglog; cauchit; ordinal regression; generalized linear models; heteroskedasticity; heterogeneous choice models (search for similar items in EconPapers)
Date: Written
Note: This module may be installed from within Stata by typing "ssc install oglm". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/o/oglm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/oglm_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/oglm_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/oglm.hlp help file (text/plain)
http://www.nd.edu/~rwilliam/oglm/ support page (text/html)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s453402

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