Dear All,
I need to obtain the score after running and ordered probit using the command
gllamm. The reason why I need to use this score option is that I have to
correct my standard errors due to the fact I am using a two stage procedure;
and I following the procedure in the Stata Journal (2006)- by A. R. Hole
(Calculating Murphy�Topel variance estimates in Stata: A simplified procedure).
I know I can get the score using oprobit. I.e., typing 'help oprobit
postestimation', I get the following information for the score option:
____________________________________________________________________________
scores calculates equation-level score variables. The number of score variables
created will equal the number of outcomes in the model. If the number of
outcomes in the model were k, the first new variable will contain the
derivative of the log likelihood with respect to the regression
equation, the other new variables will contain the derivative of the log
likelihood with respect to the cutpoints.
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Since the score option in glamm estimation seem to be invalid, my question is:
How can I get the equivalent of score for glamm? Is it posible?
Thank you very much for your help.
Marcos
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