Model Estimation and Analysis: Ordered Choice Models
Ordered choice models include the following:
- Ordered probit, logit, Gompertz, complementary log log
- Marginal effects
- Standard errors computed by the delta method
- Effects for binary variables
- Restrictions
- Wald, LM, LR tests
- Linear restrictions
- Predictions
- Heteroscedasticity
- LR and LM test
- Maximum likelihood estimation
- Censored data
- Stratification
- Choice based sampling
- Robust covariance matrix, sandwich, cluster
- Sample selection model
- Maximum likelihood ordered probit with selection
- Ordered probit selection criterion
- Panel data
- Fixed effects
- Random effects
- Random parameters
- Latent class
- Discrete hazard model, ordered extreme value
- Hierarchical ordered probit - thresholds are functions of variables
- Zero inflated ordered probit - correlated with main equation
- Bivariate ordered probit