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: [email protected]
WWW: http://www.nd.edu/~rwilliam
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