--- "Gutierrez, Italo" <[email protected]> wrote:
> I want to constraint the cut points (four in total) in an ordered
> Probit model. Apparently, the oprobit command does not allow you to
> do that.
You can get parameter estimates of the constrained model after
estimating the unconstrained model with the -test- command and the
coef option. See the example below. Note that each cut point is in its
own equation, where it is the constant. So the first cutpoint is
refered to as [cut1]_cons , where [cut1] refers to the equation and
_cons to the constant. For more on how to deal with constraints in a
multi-equation setting see -help test-.
*------------- begin example -------------
sysuse auto, clear
recode rep78 1=2
oprobit rep78 price mpg foreign
test [cut1]_cons = 1
test [cut2=cut3]: _cons, accum coef
*-------------- end example --------------
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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