If you need to model threshoulds, you might want to look at -gllamm-
that has this functionality already built in. I would imagine that the
coefficients in those thresholds would be quite difficult to identify,
as they are essentially the differences from the coefficients in your
main regression, and also you would need to worry that the threshold
lines do not intersect, etc.
> I am working on a more structural model that restricts the way the
> threshold/cutoff points are calculated. So, writing up a program which is
> identical to oprobit, is just the first step to my work.
--
Stas Kolenikov
http://stas.kolenikov.name
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