Dear Statalisters,
I am trying to write a program which generalizes the
censored ordered probit model (inspired by Edoardo
Masset's earlier post). Can anyone tell me how the
cutpoints on the regular oprobit are constrained? I
have seen the ordered probit model used with either
the first or the "middle" cutpoint constrained to be
zero. I am currently constraining the cutpoints to be
centered around zero (ie. the lowest cutpoint is -1
times the highest cutpoint), but I would like to be
able to use the results from a regular oprobit as the
intial values for my model. I can rescale the cut
points from oprobit's e(b) to center around zero
(maintaining them the same "probability" apart), but
I'm still working on rescaling the coefficients. It
would be a lot easier if I knew how the cutpoints in
the oprobit were constrained originally, and maybe in
that case I could use the same method in my own ml
estimation, for consistency.
Any advice would be greatly appreciated. I'm afraid I
can't make head or tail of the built-in ado files for
oprobit.
Thank you,
Owen
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