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Re: st: Using nonlinear constraints in an ordered probit


From   Dana Chandler <[email protected]>
To   [email protected]
Subject   Re: st: Using nonlinear constraints in an ordered probit
Date   Wed, 20 Jan 2010 11:07:46 -0600

Does anyone else have a possible answer? I don't think the below
response has answered this question.

Although I appreciate the book reference and confirmation that the
article I mentioned is applicable to oprobit or any other model, the
below post has not provided any guidance on how to proceed.

Have any other researchers solved this specific problem, since I don't
think it is that unusual of a problem.

Thanks in advance,
Dana



On Wed, Jan 20, 2010 at 2:36 AM, Maarten buis <[email protected]> wrote:
> --- On Tue, 19/1/10, Dana Chandler wrote:
>> 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.
>
> It is also applicable to oprobit, or any other model.
>
>> I have not worked with stata's ML function before. Does
>> anyone have any advice?
>
> If you are serious about getting into this type of modeling then
> you can't go wrong by getting: William Gould, Jeffrey Pitblado,
> William Sribney (2006) Maximum Likelihood Estimation with Stata.
> College Station: Stata Press.
> http://www.stata.com/bookstore/mle.html
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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