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Re: st: Using nonlinear constraints in an ordered probit

From   Richard Williams <[email protected]>
To   "[email protected]" <[email protected]>, "[email protected]" <[email protected]>
Subject   Re: st: Using nonlinear constraints in an ordered probit
Date   Wed, 20 Jan 2010 15:56:04 -0500

At 12:07 PM 1/20/2010, Dana Chandler wrote:
Does anyone else have a possible answer? I don't think the below
response has answered this question.

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.

Dana, perhaps you want to know how to write an oprobit program, which you could then modify in a way similar to what is shown in the FAQ using regress?

The ML book Maarten cited before does include other sample programs for things like logit. If you want to see ML code for an oprobit or ologit model, you can look at the code for -oglm-, available from SSC. Unfortunately, my guess is that this will take a bit more than 15 minutes to figure out, but it can be done.

Richard Williams, Notre Dame Dept of Sociology
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