Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Multivariate ordinal probit model

    Dear all,

    I want to estimate a multivariate ordinal probit model with three equations. The dependent variabels can take values form 1 to 5. For the binary version of the model I used mvprobit (Cappellari and Jenkins, 2003), is there a similar command for ordinal probit models?

    Thanks a lot
    Elke

  • #2
    I'd look into gsem.

    Comment


    • #3
      You can also use cmp module. This is a sample command for three equation: (Y1,Y2 & Y3 are ordered dependent variables and Xis are independent/right hand side variables)
      cmp (Y1 = X1 X2 X3) (Y2 = X1 X2 X3 X4) (Y3 = X1 X2 X3 X5), ind($cmp_oprobit $cmp_oprobit $cmp_oprobit)

      Comment

      Working...
      X