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REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)

Author

Listed:
  • Christian Pfarr

    (University of Bayreuth, Chair of Economics III)

  • Andreas Schmid

    (University of Bayreuth, Chair of Economics III)

  • Udo Schneider

    (University of Bayreuth, Chair of Economics III)

Programming Language

Stata

Abstract

regoprob2 is a user-written program and an extension of regoprob (SSC, Stefan Boes) that estimates random effects generalized ordered probit models for ordinal dependent variables. We added the option of auto fitting the process of identifying the relevant variables that meet the parallel line assumption. regoprob2 is backward compatible with regoprob but offers one additional powerful option, namely the autofit option. With the option autofit or autofit2(alpha) the user has the possibility to automatically test for the variables, that are constraint over the categories.

Suggested Citation

  • Christian Pfarr & Andreas Schmid & Udo Schneider, 2010. "REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)," Statistical Software Components S457153, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457153
    Note: This module should be installed from within Stata 8 by typing "ssc install regoprob2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob2_autofit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob_ll.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob_llc.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/regoprob2.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit_ll.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/goprobit.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/ghquadm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/ghquadm.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Heather Brown, 2016. "Birds of a Feather Flock Together: Correlation in BMI Categories in Long-Term Relationships," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(4), pages 453-470, December.
    2. Maurice Mutisya & Moses W. Ngware & Caroline W. Kabiru & Ngianga-bakwin Kandala, 2016. "The effect of education on household food security in two informal urban settlements in Kenya: a longitudinal analysis," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 8(4), pages 743-756, August.
    3. Christian Pfarr & Andreas Schmid & Udo Schneider, 2011. "Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 54(1), pages 7-23.
    4. Tarja Viitanen, 2014. "Parental divorce and other determinants of interpersonal trust: Evidence from HILDA panel data," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 17(1), pages 35-53.
    5. Konstantinos Drakos, 2012. "US banks' capitalization speed‐of‐adjustment: a microeconometric approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 270-286, July.

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