Selection-endogenous ordered probit and dynamic ordered probit models

Alfonso Miranda and Massimiliano Bratti

United Kingdom Stata Users' Group Meetings 2009 from Stata Users Group

Abstract: In this presentation we define two qualitatitive response models: 1) Selection Endogenous Dummy Ordered Probit model (SED-OP); 2) a Selection Endogenous Dummy Dynamic Selection Ordered Probit model (SED- DOP). The SED-OP model is a three-equation model constituted of an endogenous dummy equation, a selection equation, and a main equation which has an ordinal response form. The main feature of the model is that the endogenous dummy enters both the selection equation and the main equation. The dynamic SED-DOP model allows both the selection equation and the ordered equation to be dynamic by including lagged individual behaviour. Initial conditions are properly accounted for and free correlation among unobservables entering each of the three equations is allowed. We show how these models can be estimated in Stata using Maximum Simulated Likelihood.

Date: 2009-09-16
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://repec.org/usug2009/Miranda.pdf presentation slides (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:usug09:01

Access Statistics for this paper

More papers in United Kingdom Stata Users' Group Meetings 2009 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().