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st: Re: rank-ordered probit in -cmp-
From
"David Roodman ([email protected])" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Re: rank-ordered probit in -cmp-
Date
Tue, 8 Nov 2011 13:45:05 +0000
I've added the rank-ordered probit model to the -cmp- program. This is used for outcome variables that are rankings. Ties are allowed.
In general, -cmp- fits models that combine equations of various types: uncensored linear, probit, ordered probit, tobit, interval, truncated, multinomial probit, and now rank-ordered probit. The addition allows the estimation of some models that were previously quite hard to fit in Stata and, I imagine, most other packages. These include rank-ordered probit with IV and rank-ordered probit with Heckman selection modeling. Type "ssc install cmp, replace" to update.
--David
David Roodman
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