Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Using nonlinear constraints in an ordered probit


From   Dana Chandler <dchandler@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Using nonlinear constraints in an ordered probit
Date   Tue, 19 Jan 2010 15:38:40 -0600

Hello fellow Statalisters -

I am interested in estimating an ordered probit (oprobit) using
nonlinear constraints. In particular, I am estimating a model like the
one below:

oprobit y pop_1 pop_2 pop_3 pop_4

... and I would like to constrain each successive population parameter
has a coefficient lower than the previous so that (pop_2-pop_1)>=0,
(pop_3-pop_2)>=0, etc.


I recognize that there has been a thread (and faq) from a few years
back (http://www.stata.com/support/faqs/stat/intconst.html) explaining
how to set up interval (non-linear) constraints using ML to perform a
linear regression. However, even though the article suggests that I
could use the similar methodology to derive it for probits, I'm not
100% sure that it's directly applicable in my case and for oprobits. I
have not worked with stata's ML function before.

Does anyone have any advice? or, since I imagine that this problem
isn't too uncommon, does anyone have example code for using nonlinear
constraints of parameters with ordered probits?

Thanks in advance,
Dana
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index