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RE: st: ordered probit with random effects


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: ordered probit with random effects
Date   Tue, 14 Feb 2006 10:45:38 -0000

As often pointed out on this list, "doesn't [...] work"
conveys no precise information. 

As I understand it, -reoprob- is not on SSC, 
so -ssc- cannot install it. Nor is it 
an official Stata command, so Stata 
will not recognise the command unless 
it is installed. 

You must install the -reoprob- files from the STB-61 
files on the Stata website. Type 

findit reoprob 

and within the window that will open 
click on 

sg158.1 

and then click to install. 

Nick 
[email protected] 

Roys Nicolas
 
> Thanks a lot for your reply.
> in fact, the problem is even more basic.
> Stata9 doesn't recognize the command : reoprob
> so i try to install it (ssc install reoprob) but that doesn't 
> work either.

Joseph Coveney
 
> Roys Nicolas wrote:
> 
> I want to estimate an ordered probit with random effects. I 
> use Stata9 but
> the command reoprob doesn't seem to work. Could smbdy give me 
> the right
> procedure to use ? (i find little guidance in previous post 
> nor in google).
> 
> --------------------------------------------------------------
> ------------------
> 
> -reoprob- is suitable for random effects ordered probit 
> regression.  Could
> you be a little more specific about your problem?
> 
> Try the little do-file below.  It converges by the fourth 
> iteration (null 
> model and full model each--about half a minute to one minute 
> in total) and 
> should for you, too.  If it does, then something is might 
> wrong with the way 
> you set up your analysis (or you're not being patient enough for your 
> dataset).  If it doesn't, then something might be wrong 
> elsewhere:  is 
> everything up-to-date (official ado files, -reoprob-, 
> executable)?  It 
> should give you some diagnostic information either way.
> 
> Joseph Coveney
> 
> clear
> set more off
> drawnorm latent0 latent1 latent2, ///
>   corr(1 0.5 0.5 \ 0.5 1 0.5 \ 0.5 0.5 1) ///
>   n(200) seed(`=date("2006-02-14", "ymd")')
> generate float predictor = uniform()
> generate int row = _n
> reshape long latent, i(row) j(time)
> generate byte manifest = 1
> forvalues cut = 0.2(0.2)0.8 {
>     replace manifest = manifest + (norm(latent) > `cut')
> }
> xi: reoprob manifest i.time*predictor, i(row)
> exit
> 

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