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Re: st: Ordered probit or logit with MLE


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Ordered probit or logit with MLE
Date   Fri, 08 Dec 2006 16:21:28 -0500

At 03:40 PM 12/8/2006, Josefina Posadas wrote:
Dear Statalist users,
Has somebody tried to program the Maximum Likelihood for an ordered probit
or logit?
I'm having problems in programming it. Any help would be really appreciated.
Thanks
Josefina
As Nick notes, it has already been done with ologit and oprobit. But, if you have some other reason for wanting to see the coding, check out -oglm- from SSC. oglm will estimate ordered logit and probit and 3 other links, and also makes it possible to control for heteroskedasticity. For more info, see

http://www.nd.edu/~rwilliam/oglm/index.html


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Richard Williams, Notre Dame Dept of Sociology
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