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st: Cross sectional analysis with ordered probit


From   "Andre, Sophie" <[email protected]>
To   Ben Krauss <[email protected]>, "[email protected]" <[email protected]>
Subject   st: Cross sectional analysis with ordered probit
Date   Wed, 7 Aug 2013 20:05:29 +0000

Dear Statalisters, 

I am novice in using this software and I am a bit lost regarding the implementation of the model I run. I am doing a cross sectional analysis over 85 countries using ordered probit model. I would like to observe the interactions between micro and macro variables.

1) My first question is more econometric related. I am using World Values Survey which report data for the period 1981-2008. In this sample, some years are missing, data comes from different individuals and countries each year and the number of individuals and countries varies each year. Can I use a pooled cross section? Does it mean I only have to run one regression with years fixed effect? 

2) So as to use a pool cross sectional analysis, the temporal stability of my variables is required. It is however not possible to run a Chow test for testing the temporal stability of my variables since my model is non-linear models. Is it then ok to run it with OLS? It is indeed well-known in my subject that OLS and Ordered probit regression give the same results when regressing happiness. 

3) When running the following regression:
oprobit happiness GDPlog inc_scl GDPlogXinc_scl trust_trait age collectivism_bin sex development year_1982 year_1984 year_1989 year_1990 year_1991 year_1995 year_1996 year_1997 year_1998 year_1999 year_2000 year_2001 year_2002 year_2003 year_2004 year_2005 year_2006 year_2007 year_2008 scandinavia former_soviet_union eastern_europe latin_america asia africa the_balkans middle_east

I have some year dummies variables that are omitted as well as the interaction term GDPlogXinc_scl (log GDP x personal income scale) because of collinearity. How can I solve this problem since I need these variables to be taken into account?

4) Finally, I have big doubts regarding the interpretation of the coefficient of the dummies variables in ordered probit model. Could you please provide me an example?

I am really sorry for all these questions but the lack of experience with Stata is a problem when dealing with ordered probit models but I really would like to do things correctly this model. 

Thanks very much in advance, 
Sophie

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