Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/142604
Authors: 
Pfarr, Christian
Schmid, Andreas
Schneider, Udo
Year of Publication: 
2010
Series/Report no.: 
EERI Research Paper Series 43/2010
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.
Subjects: 
Generalized ordered probit
panel data
autofit
self-assessed health
JEL: 
C23
C25
C87
I10
Document Type: 
Working Paper

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