IDEAS home Printed from https://ideas.repec.org/p/boc/usug09/01.html
   My bibliography  Save this paper

Selection-endogenous ordered probit and dynamic ordered probit models

Author

Listed:
  • Alfonso Miranda

    (Institute of Education, University of London)

  • Massimiliano Bratti

    ((University of Milan)

Abstract

In this presentation we define two qualitatitive response models: 1) Selection Endogenous Dummy Ordered Probit model (SED-OP); 2) a Selection Endogenous Dummy Dynamic Selection Ordered Probit model (SED- DOP). The SED-OP model is a three-equation model constituted of an endogenous dummy equation, a selection equation, and a main equation which has an ordinal response form. The main feature of the model is that the endogenous dummy enters both the selection equation and the main equation. The dynamic SED-DOP model allows both the selection equation and the ordered equation to be dynamic by including lagged individual behaviour. Initial conditions are properly accounted for and free correlation among unobservables entering each of the three equations is allowed. We show how these models can be estimated in Stata using Maximum Simulated Likelihood.

Suggested Citation

  • Alfonso Miranda & Massimiliano Bratti, 2009. "Selection-endogenous ordered probit and dynamic ordered probit models," United Kingdom Stata Users' Group Meetings 2009 01, Stata Users Group.
    • Handle: RePEc:boc:usug09:01
    as

    Download full text from publisher

    File URL: http://repec.org/usug2009/Miranda.pdf
    File Function: presentation slides
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Massimiliano Bratti & Alfonso Miranda, 2010. "Non‐pecuniary returns to higher education: the effect on smoking intensity in the UK," Health Economics, John Wiley & Sons, Ltd., vol. 19(8), pages 906-920, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:usug09:01. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/stataea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.