Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: oprobit cut points


From   Owen Haaga <ohaaga@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: oprobit cut points
Date   Wed, 20 Aug 2003 14:50:18 -0700 (PDT)

Dear Statalisters,
I am trying to write a program which generalizes the
censored ordered probit model (inspired by Edoardo
Masset's earlier post).  Can anyone tell me how the
cutpoints on the regular oprobit are constrained?  I
have seen the ordered probit model used with either
the first or the "middle" cutpoint constrained to be
zero.  I am currently constraining the cutpoints to be
centered around zero (ie. the lowest cutpoint is -1
times the highest cutpoint), but I would like to be
able to use the results from a regular oprobit as the
intial values for my model.  I can rescale the cut
points from oprobit's e(b) to center around zero
(maintaining them the same "probability" apart), but
I'm still working on rescaling the coefficients.  It
would be a lot easier if I knew how the cutpoints in
the oprobit were constrained originally, and maybe in
that case I could use the same method in my own ml
estimation, for consistency.
Any advice would be greatly appreciated.  I'm afraid I
can't make head or tail of the built-in ado files for
oprobit.

Thank you,
Owen 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index