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st: Re: rank-ordered probit in -cmp-


From   "David Roodman (droodman@cgdev.org)" <DRoodman@cgdev.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: rank-ordered probit in -cmp-
Date   Tue, 8 Nov 2011 13:45:05 +0000

I've added the rank-ordered probit model to the -cmp- program. This is used for outcome variables that are rankings. Ties are allowed.

In general, -cmp- fits models that combine equations of various types: uncensored linear, probit, ordered probit, tobit, interval, truncated, multinomial probit, and now rank-ordered probit. The addition allows the estimation of some models that were previously quite hard to fit in Stata and, I imagine, most other packages. These include rank-ordered probit with IV and rank-ordered probit with Heckman selection modeling. Type "ssc install cmp, replace" to update.


--David


David Roodman

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