[Limdep Nlogit List] About Heteroskedastic Ordered Probit
DAVID BOTO GARCIA
botodavid at uniovi.es
Sat Nov 9 05:27:51 AEDT 2019
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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