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99 lines
2.2 KiB
Plaintext
99 lines
2.2 KiB
Plaintext
8 months ago
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*! Version 1.0.0 (11/22/00), G. R. Frechette (STB-59: sg158; STB-61: sg158.1)
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program define reoprob, eclass
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version 6.0
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if replay() {
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if "`e(cmd)'" ~= "reoprob" {
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error 301
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}
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Replay `0'
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}
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else Estimate `0'
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end
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program define Estimate, eclass
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syntax varlist [if] [in] [, I(varname) Quadrat(int 12) /*
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*/ Level(passthru) *]
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tempvar touse x w
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marksample touse
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markout `touse' `i'
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tokenize `varlist'
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local lhs "`1'"
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macro shift 1
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local rhs "`*'"
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/* Get points and weights for Gauss-Hermite quadrature. */
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ghquadm `quadrat' `x' `w'
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/* Set up macros for ml function. */
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global S_i "`i'"
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global S_x "`x'"
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global S_w "`w'"
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global S_quad "`quadrat'"
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global S_rhs "`rhs'"
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global S_lhs "`lhs'"
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/* get starting values */
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tempname b0 s0
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quietly oprobit `lhs' `rhs' if `touse'
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mat `b0' = e(b)
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mat `b0' = [`b0', 0.5]
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quietly oprobit `lhs' if `touse'
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mat `s0' = e(b)
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mat `s0' = [`s0', 0.5]
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/* number of categories */
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quietly tab1 $S_lhs if `touse'
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global S_n = _result(2)
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/* create our version of `lhs' that runs from 0, ..., n-1 where
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n is the number of categories */
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tempvar dv
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rename $S_lhs `dv'
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quietly egen $S_lhs = group( `dv' ) if `touse'
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quietly replace $_lhs = $_lhs-1
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/* estimation equations */
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local meqe "($S_lhs=`rhs', nocons)"
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local start "(_cut1: $S_lhs=)"
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local i = 1
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while ( `i' < $S_n ) {
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local meqe "`meqe' /_cut`i'"
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local i = `i' + 1
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}
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local i = 2
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while ( `i' < $S_n ) {
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local start "`start' /_cut`i'"
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local i = `i' + 1
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}
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local meqe "`meqe' /rho"
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local start "`start' /rho"
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/* Sort data. */
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sort $S_i
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/* optimization */
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di in green _n "Fitting constant-only model:"
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ml model d1 reopc_ll `start' if `touse', /*
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*/ init(`s0', copy) maximize /*
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*/ search(off) /*
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*/ `options'
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di in green _n "Fitting full model:"
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ml model d1 reop_ll `meqe' if `touse', /*
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*/ continue init(`b0', copy) maximize /*
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*/ search(off) /*
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*/ `options' /*
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*/ title("Random Effects Ordered Probit")
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estimate local cmd "reoprob"
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Replay, `level'
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end
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program define Replay
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syntax [, Level(int $S_level)]
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ml display, level(`level')
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end
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