Dear All,
I have just run an ordered probit model and noticed taht the first 2 cut
lines were negative. I remember hearing somewhere that this is a sign of
misspecification. Is that true??
Also, I read a paper about a test for endogeneity with the ordered probit.
It required running the ordered probit with a GMM estimator. Is this
possible in Stata?
The paper was by Butler (1997) in the Review of Economics and Statistics,
maybe there is a code for his test
Thanks,
John,
Graduate student
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