Semi-nonparametric Estimation of Extended Ordered Probit Models

@inproceedings{Stewart2003SeminonparametricEO,
  title={Semi-nonparametric Estimation of Extended Ordered Probit Models},
  author={Mark B. Stewart},
  year={2003}
}
This paper presents a semi-nonparametric estimator for a series of generalized models that nest the Ordered Probit model and thereby relax the distributional assumptions in that model. It describes a new Stata command for the estimation of such models and presents an illustration of the approach. 

From This Paper

Figures, tables, and topics from this paper.
20 Citations
7 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-7 of 7 references

The Generalization of Probit Analysis to the Case of Multiple Responses

  • J. Aitchison, S. D. Silvey
  • Biometrika
  • 1957
Highly Influential
3 Excerpts

Econometric Analysis, 5th

  • Greene, H William
  • 2003

Measuring the costs of Children: Parametric and Semiparametric Estimators

  • Melenberg, Bertrand, Arthur van Soest
  • Statistica Neerlandica,
  • 1996

Semi - Nonparametric Maximum Likelihood Estimation ”

  • H. William
  • Econometrica
  • 1987

Advanced Econometrics

  • Amemiya, Takeshi
  • 1985

Similar Papers

Loading similar papers…