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st: ordered probit


From   <jmullroo@ucalgary.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: ordered probit
Date   Wed, 08 Jun 2005 15:29:40 -0600

Dear All,

I have just run an ordered probit model and noticed taht the first 2 cut
lines were negative. I remember hearing somewhere that this is a sign of
misspecification. Is that true??

Also, I read a paper about a test for endogeneity with the ordered probit.
It required running the ordered probit with a GMM estimator. Is this
possible in Stata?

The paper was by Butler (1997) in the Review of Economics and Statistics,

maybe there is a code for his test

Thanks,

John,
Graduate student


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