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Re: [SPAM] Re: st: Predicted probabilities after oprobit w/robust standard errors


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: [SPAM] Re: st: Predicted probabilities after oprobit w/robust standard errors
Date   Fri, 02 Jun 2006 15:30:18 -0500

At 12:58 PM 6/2/2006, Matt Barmack wrote:
On a related note, does Stata have anthing similar to SAS's qlim that
allows the user to specify that the variance of the latent index is a
function of one or several variables?
This I can answer quickly. It sounds like you want a program that allows for heteroskedasticity in errors, e.g. a program that estimates what are variously known as location-scale or heterogeneous choice models. If so, for a dichotomous DV you could use Stata's hetprob command. For ordinal DVs and to choose distributions besides probit, you can use my oglm command, available from SSC. I don't know what the SAS counterpart is to oglm but I do know that oglm was inspired by the SPSS program PLUM. You can also find out more about oglm at

http://www.nd.edu/~rwilliam/oglm/index.html


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Richard Williams, Notre Dame Dept of Sociology
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