Re: st: bivariate ordered probit / ordinal probit - ctd.

[Thomas Corneli�en <cornelissen@mbox.iqw.uni-hannover.de>]

Thanks a lot to Joseph for these very helpful responses ! This way it should
work out to implement a bivarite ordered probit model.

I think another way to estimate a bivariate ordered probit model would be to 
set up the likelihood function of a two-equation bivariate ordered probit 
model in Statas ML-routine, using the bivariate normal cdf which is 
available in Stata. The likelihood function would be a generalization of the 
likelihood function of -biprobit- to several categories.

I suppose this would be quicker than using -gllamm- or -reoprobit-, because 
it would not rely on quadrature (if I get that right).

Is anybody aware of an existing do-file for this model ?
Thomas


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Thomas Cornelissen
Institute of Empirical Economic Research
University of Hannover, Germany
cornelissen@mbox.iqw.uni-hannover.de 
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