bicop: A command for fitting bivariate ordinal regressions with residual dependence characterized by a copula function and normal mixture marginals

Mónica Hernández-Alava () and Stephen Pudney
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Mónica Hernández-Alava: University of Sheffield
Authors registered in the RePEc Author Service: Monica Hernandez Alava

Stata Journal, 2016, vol. 16, issue 1, 159-184

Abstract: In this article, we describe a new Stata command, bicop, for fitting a model consisting of a pair of ordinal regressions with a flexible residual distri- bution, with each marginal distribution specified as a two-part normal mixture, and stochastic dependence governed by a choice of copula functions. The bicop command generalizes the existing biprobit and bioprobit commands, which as- sume a bivariate normal residual distribution. We present and explain the bicop estimation command and the available postestimation commands using data on financial well-being from the UK Understanding Society Panel Survey. Copyright 2016 by StataCorp LP.

Keywords: bicop; bivariate ordinal regression; copula; mixture model (search for similar items in EconPapers)
Date: 2016
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