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Re: st: Using nonlinear constraints in an ordered probit


From   [email protected]
To   [email protected]
Subject   Re: st: Using nonlinear constraints in an ordered probit
Date   Wed, 20 Jan 2010 15:49:21 -0500

Would not the poster's particular problem be solved by a version of
the "pool-adjacent-violators" algorithm?. See:
http://fedc.wiwi.hu-berlin.de/xplore/ebooks/html/anr/anrhtmlnode43.html

Steve






On Wed, Jan 20, 2010 at 3:13 PM, Maarten buis <[email protected]> wrote:
> --- 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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>
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-- 
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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