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Re: st: question RE -ml- and ancillary parameters


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question RE -ml- and ancillary parameters
Date   Tue, 15 May 2007 15:17:36 -0500

At 01:53 PM 5/15/2007, Phil Schumm wrote:
I have used -ml- frequently in the past, but never with a problem
like this.  Unfortunately, -_oprobit- and -_ologit- (the underlying
commands which implement -oprobit- and -ologit-) are built-in, so I
can't see how they handle this issue.  My first instinct would be to
construct an -ml model- statement programmatically based on the data
and then execute it.  Is this a reasonable approach, and are there
any practical limits to the number of ancillary parameters (i.e.,
equations) that can be specified this way?
Not that it is a model of programming excellence, but you might take a look at -oglm-, which will estimate the ologit and oprobit models as well as others. Those models are also a special case of the models estimated by -gologit2-. Much of the code for those programs has to do with options, error-checking, etc.; but hopefully you could wade through and find the parts that are relevant for what you want. Rich


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL: Richard.A.Williams.5@ND.Edu
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