Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure

Christian Pfarr, Andreas Schmid () and Udo Schneider ()

Journal of Economics and Econometrics, 2011, vol. 54, issue 1, 7-23

Abstract: 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 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.

Keywords: Generalized ordered probit; panel data; autofit, self-assessed health. (search for similar items in EconPapers)
JEL-codes: C23 C25 C87 I10 (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (17)

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Related works:
Working Paper: Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure (2010)
Working Paper: Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure (2010)
Working Paper: Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure (2010)
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