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crreg: A New Command for Generalized Continuation Ratio Models

Shawn Bauldry (), Jun Xu and Andrew Fullerton
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Shawn Bauldry: Purdue University
Jun Xu: Ball State University
Andrew Fullerton: Oklahoma State University

2017 Stata Conference from Stata Users Group

Abstract: A continuation ratio model represents a variant of an ordered regression model that is suited to modeling processes that unfold in stages, such as educational attainment. The parameters for covariates in continuation ratio models may be constrained to be equal, subject to a proportionality constraint across stages, or freely vary across stages. Currently there are three user-written Stata commands that fit continuation ratio models. Each of these commands fit some subset of continuation ratio models involving parameter constraints, but none of them offer complete coverage of the range of possibilities. In addition, all of the commands rely on reshaping the data into a stage-case format to facilitate estimation. The new crreg command expands the options for continuation ratio models to include the possibility for some or all of the covariates to be constrained to be equal, freely vary, or have a proportionality constraint across stages. The crreg command relies on Stata’s ML routines for estimation and avoids reshaping the data. The crreg command includes options for three different link functions (the logit, probit, and the cloglog) and supports Stata’s survey and multiple imputation suites of commands.

Date: 2017-08-10
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