[Limdep Nlogit List] About Heteroskedastic Ordered Probit

[William Greene]

David.  I believe all you have to do with this command is change ;RH2 to
;HFN in the
second command.
Regards
Bill Greene

On Fri, Nov 8, 2019 at 1:28 PM DAVID BOTO GARCIA <botodavid at uniovi.es>
wrote:

> Hello,
>
> I am using LIMDEP 11 and I am trying to estimate a Heteroskedastic Ordered
> Probit, where both the mean and the variance (multiplicative) are modelled
> as a function of covariates. I used the commands proposed in the
> Econometric Modelling Guide. However, when I run the model LIMDEP estimates
> only the Homoskedastic Model. I am not able to estimate the heteroskedastic
> version even through I specifically asked for it. I wonder whether my code
> is wrong or there might be another problem.
>
> namelist;
> x=hom,age,tracp,est,ama,par,jub,ext,res,vac,trab,alone,pare,los,first,cy,orcos,
>
> orint,nuacom,mcal,mcon,mexp,mgus,mrec,msit,mtran,mcer,mpre,aldes,mpen,pcom,gasto,s3,s4,s5,
> t3,y06,y07,y08,y09,y10,y11,y12,y13,y14,y15,y16;
> z=age,hom,first,pcom,cy,orcos,orint,s3,s4,s5,mcon,mgus,msit,mpre $
>
> ?BASELINE ORDERED MODEL
> ORDERED ; Lhs = y ; Rhs = one,x $
>
> ?HETEROSKEDASTIC ORDERED MODEL
> ORDERED ; Lhs = y ; Rhs = x; Heteroscedastic;
> Rh2=age,hom,first,pcom,cy,orcos,orint,s3,s4,s5,mcon,mgus,msit,mpre$
>
> Regards,
> David
>
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>

-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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