Munich Personal RePEc Archive

Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure

Pfarr, Christian and Schmid, Andreas and Schneider, Udo (2010): Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure.

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Abstract

Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do not vary between the categories (parallel-lines assumption). This view neglects possible heterogeneous effects of some explaining factors. This paper describes the use of an autofit option for identifying variables that meet the parallel-lines assumption when estimating a random effects generalized ordered probit model. We combine the test procedure developed by Richard Williams (gologit2) with the random effects estimation command regoprob by Stefan Boes.

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