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st: Re: ordered probit with a panel


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: Re: ordered probit with a panel
Date   Tue, 2 Dec 2003 18:41:32 -0600

Justina,

Beyond clustering, you could try Guillaume Frechette's -reoprob- for random
effects ordered probit models or -gllamm- by Sophia Rabe-Hesketh, Andrew
Pickles, and Anders Skrondal.  You might also find Vincent Kang Fu's generalized
ordered logit -gologit- helpful.

You can use -findit- to locate and download the programs.

hope this helps,
Scott


----- Original Message ----- 
From: <[email protected]>
To: <[email protected]>
Sent: Tuesday, December 02, 2003 2:47 PM
Subject: st: ordered probit with a panel


> Dear List,
>
> I am new to this list so I do not know if the following problem had
> already been discussed:
> At my disposition is a small panel (2 waves) of 5000 individuals who
> were asked about their satisfaction levels, ranging from 1 to 11.
> Because of the dependent variable I thought of an ordered probit
> model. Unfortunately Stata does not provide a panel version of
> oprobit and the online help was not helpful either.
> My spontaneous thought was of pooling the data and clustering for the
> individuals.
> Does one of the experts in this list know of a better alternative ?
> I would very much appreciate constructive hints.
>
> Cheers,
> Justina
>

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