Thanks for all this. My motivation for asking, though, was partly to
see if I understood the FAQ and how these estimations work. Put another
way, I suspect that the end of Bill's FAQ should be changed from
"with the constraint that the cofficients, but not the INTERCEPTS, are
equal."
to
"with the constraints that the cofficients, but not the INTERCEPTS, are
equal, and that /cut1 < /cut2."
A lot of output follows - so the executive summary is that (a) your
rephrasing of Bill's statement is unnecessary because the equality
constraint on the coefficients implies the constraint you state for
the cut points, and (b) your test is right, but you need a better
data set than auto to illustrate it.