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Re: st: WG: Ordered probit model with heteroscedastic error term


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: WG: Ordered probit model with heteroscedastic error term
Date   Fri, 13 Nov 2009 09:56:29 -0500

Could you help me in finding the command that handles the ordered probit
model with heteroscedastic term error. I want to impose a constarint on the
variance so that it depends on some factors. This method was used by
Hausman, Low and MacKinlay (1992).

Check out -oglm- or -gllamm- , both available from SSC.  For more on oglm, see

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


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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