Dear All,
I am trying to estimate an ordered probit with the cutpoints as function of a
subset of covariates.
Assuming that sigma is one for easy notation, instead of estimating the standard
probability for outcome j given by:
(1) Pr(y=j) = Phi(c_j-xb) - Phi(c_{j-1}-xb)
I want to model c_j=f_j(z), where z is a subset of X:
(2) Pr(y=j) = Phi(f(z)-xb) - Phi(f_{j-1}(z)-xb)
where f(z) could be modelled, for example, as: c_j=c_{j-1}+b*z, so the cut
points are funtions of z and have as contant the previous one. I almost sure I
cannot do that with the command oprobit, so I've been trying to use goprobit
and gllamm. However, I am not 100% confident that using either of these two
commands would do what I want to. My questions are:
a) Can I use glamm or goprobit to estimate equation (2)?
b) Is it any possibility that changing the ado file of oprobit could estimate
equation (2) or shall I program a new Maximum likelihood? In this case, does
anybody have any ML program for oprobit in which I can base to extent it?
c) Did anybody come across to same problem?
Thank you very much for your help.
Any adivice would really welcome.
Marcos.
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