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st: Ordered Response Models Threshold Parameters Restriction LR Tests


From   Emre Yuce <eyuce@psu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ordered Response Models Threshold Parameters Restriction LR Tests
Date   Mon, 12 Apr 2004 17:20:17 -0400

All,

I want to conduct LR restriction tests on the threshold parameters in ordered
response models in Stata.

An example restriction would be (in for instance an ordered probit model) the
restricted model in which the first threshold parameter is constrained to zero
whereas other threshold parameters are multiples of the second threshold
parameter (effectively testing for equal interval widths).

That restricted model would be used to calculate an LR statistic that would allow
me to test whether equal width restrictions are valid.

Is there any ado file on the web that I can access and can help me with this?
Any suggestions that could help a bit are welcome.

Regards,


Emre Yuce
Graduate Student
College of the Liberal Arts
Department of Political Science
172 Burrowes Building
Penn State University
PA 16802
Office: (814) 863 4331
Home: (814) 862 1592
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