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st: Random thresholds in ordered logit/probit in -gllamm-
From
Kristian Karlson <[email protected]>
To
[email protected]
Subject
st: Random thresholds in ordered logit/probit in -gllamm-
Date
Sat, 27 Nov 2010 10:17:12 +0100
Hi,
I want to estimate an ordered probit/logit model with random thresholds.
That is, the thresholds should vary across individuals. I have tried
using -gllamm-, but I fail to see how I must specify -gllamm- in order
for the thresholds to be random. I am specifically interested in this
heterogeneity. Can anyone help me on that?
In passing, I note that I came across a paper dealing with these issues,
http://econpapers.repec.org/paper/bocisug08/02.htm, but I can't identify
which command the paper refers to.
Best wishes,
Kristian
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