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Re: st: Using nonlinear constraints in an ordered probit


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Using nonlinear constraints in an ordered probit
Date   Wed, 20 Jan 2010 20:13:23 +0000 (GMT)

--- On Wed, 20/1/10, Dana Chandler wrote:
> Does anyone else have a possible
> answer? I don't think the below
> response has answered this question.

You may not like the answer, but it did
answer your questions. The problem is that 
unless someone has already implemented that 
in a program and submitted it to SSC, any 
respons will be similar to the Stata FAQ 
you already refered to. You can't expect an
answer that is more elaborate (or even as 
elaborate) as that FAQ. 

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


> 
> 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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> >
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