[Limdep Nlogit List] Regarding customized ordered probit models

[William Greene]

Ganesh.
You have not forced the probabilities to sum to one.  Also, at
the starting values, p2 = 0, so the log of p2 cannot be computed.
/Bill Greene

On Thu, May 11, 2017 at 3:12 AM, Ganesh A R <ambi.ganesh at gmail.com> wrote:

> Hi all,
>
> I am not sure if this is a mail id for posting in forums kindly ignore this
> mail if this is not the right place to post
>
>
> I am trying to build a *customized ordered probit model*. I am having
> trouble building the probability and the log likelihood function
>
> A brief description about the data :
> 1. The dependent variable is ordinal in nature with 3 alternatives - 1, 2 &
> 3
> 2. a1,a2 and a3 are indicator dummy variables for each alternative
> 3. u1,u2 and u3 are utility functions
> 4. mu1 and mu2 are threshold values
>
> *for a constants only model, *
>
> MAXIMIZE;Labels = b2,b3,mu1,mu2
> ;Start = 0,0,0,0
> ;Fcn = u1 = 0|
> u2 = b2  |
> u3 = b3  |
> p1 = 1 - phi(u1-mu1) |
> p2 = phi(u2-mu1) - phi(u2-mu2) |
> p3 = phi(u3-mu2) |
> llkhd = (a1*log(p1) + a2*log(p2) + a3*log(p3)) |
> llkhd$
>
>
> The model gives me error. I can understand that one reason might be because
> I have not told the function that the ordinal variable values are 1, 2 and
> 3.
> I would like to know what mistakes have I done in the above likelihood
> function and how to rectify it.
>
> Thanking you
>
> Yours Sincerely
>
> Ganesh
>
> ​PhD student
>
> IIT Madras
>
> ​
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-- 
William Greene
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