Is this possible for Stata 18 SE: GSEM in your Stata does not support ordinal dependent variables directly. ?
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. webuse tvsfpors (Television, School, and Family Project) . . gsem thk <- prethk cc##tv I[school], family(ordinal) link(logit) Fitting fixed-effects model: Iteration 0: Log likelihood = -2212.775 Iteration 1: Log likelihood = -2125.509 Iteration 2: Log likelihood = -2125.1034 Iteration 3: Log likelihood = -2125.1032 Refining starting values: Grid node 0: Log likelihood = -2136.2426 Fitting full model: Iteration 0: Log likelihood = -2136.2426 (not concave) Iteration 1: Log likelihood = -2120.2577 Iteration 2: Log likelihood = -2119.7574 Iteration 3: Log likelihood = -2119.7428 Iteration 4: Log likelihood = -2119.7428 Generalized structural equation model Number of obs = 1,600 Response: thk Family: Ordinal Link: Logit Log likelihood = -2119.7428 ( 1) [thk]I[school] = 1 -------------------------------------------------------------------------------- | Coefficient Std. err. z P>|z| [95% conf. interval] ---------------+---------------------------------------------------------------- thk | prethk | .4032892 .03886 10.38 0.000 .327125 .4794534 1.cc | .9237904 .204074 4.53 0.000 .5238127 1.323768 1.tv | .2749937 .1977424 1.39 0.164 -.1125744 .6625618 | cc#tv | 1 1 | -.4659256 .2845963 -1.64 0.102 -1.023724 .0918728 | I[school] | 1 (constrained) ---------------+---------------------------------------------------------------- /thk | cut1 | -.0884493 .1641062 -.4100916 .233193 cut2 | 1.153364 .165616 .8287625 1.477965 cut3 | 2.33195 .1734199 1.992053 2.671846 ---------------+---------------------------------------------------------------- var(I[school])| .0735112 .0383106 .0264695 .2041551 --------------------------------------------------------------------------------
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