Model Estimation and Analysis:

Ordered Choice Models

Ordered choice model analysis using LIMDEP and NLOGIT 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