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st: Cutoff estimation by MLE

From   "Stephen P. Jenkins" <[email protected]>
To   <[email protected]>
Subject   st: Cutoff estimation by MLE
Date   Wed, 5 Dec 2007 10:06:54 -0000

> Date: Tue, 4 Dec 2007 09:22:52 -0500
> From: Bradley Chen <[email protected]>
> Subject: st: Cutoff estimation by MLE
> Dear Statlisters,
> I have a problem with estimating the ordered probit cutoff, and I  
> realized that there is probably no precoded command in STATA doing  
> what I want so I need to do the maximum likelihood estimation
> This is what I want to estimate:
> I have a dependent variable, which is a four category ordered  
> response Yi={1,2,3,4}, whose value depends on a latent 
> variable Y*=Xb+e
> The observed Yi=j if C(j-1)<Y*<Cj with C0=minus infinity. And the  
> most important part for me is that the cutoff level C is also a  
> function of the observed characteristics: Cj=X*b'

Look at  A.M. Jones, N. Rice, T. Bago d'Uva and S. Balia (2007)
Applied Health Economics, Routledge (ISBN: 9780415387728),  and their
downloadable Stata code from See in particular
their generalized ordered probit ("hopit" models) discussion and code
for chapter 4

Professor Stephen P. Jenkins <[email protected]>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.  
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