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Re: st: Ordered Probit with discrete endogenous regressor


From   Kaysia Campbell <[email protected]>
To   [email protected]
Subject   Re: st: Ordered Probit with discrete endogenous regressor
Date   Mon, 15 Nov 2010 07:42:06 -0500

Dear Alfonso,

I truly appreciate such a quick response. My only concern with your
suggestion is that the endogenous regressor is binary in each case and
I have an ordinal endogenous regressor which takes values between 1 -
4. I have since found another possible solution which could work.

The command to use in STATA is BIOPROBIT.

The reference paper is:
Maximum likelihood estimation of a bivariate ordered probit model:
implementation and Monte Carlo simulations
Zurab Sajaia



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