search for: oprobit

Displaying 6 results from an estimated 6 matches for "oprobit".

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2009 May 04
0
Zelig, oprobit error
Hello, I'm getting an error message when I use the ordered probit model "oprobit" in the zelig function. Using the same form as in the help file, we get an error message. It produces coefficients, but no standard errors. See results below. Any hints? Thanks! > > o.probit <- zelig(as.factor(checks.change) ~ Oda + Oil + sh_neg + sh_pos + checks1, model=&...
2012 Nov 12
1
Invalid 'times' argument three-category ordered probit with maximum likelihood
...Here is the code I used: setwd("C:/Users/Terry/Desktop/Terry/School/Fall 2012/ML/HW") #Load Libraries library(MASS) library(tile) library(simcf) #Load Data econrate <- read.csv("hw4econ3.csv", header=TRUE, sep=",") attach(econrate) #Ordered Probit Liklihood llk.oprobit3 <- function(param, x, y) { os <- rep(1, nrow(x)) x <- cbind(os, x) b <- param[1:ncol(x)] t2 <- param[(ncol(x)+1)] xb <- x%*%b p1 <- log(pnorm(-xb)) if (t2<=0) p2 <- -(abs(t2)*10000) else p2 <- log(pnorm(t2-xb)-pnorm(-xb)) p3 <- log(1-pnorm(t2-xb)...
2004 Nov 11
1
polr probit versus stata oprobit
...X>quantile(X, .75)] <- 4 temp <- data.frame(XX=XX, X1=X1, X2=X2, X=X) summary(polr(factor(XX)~X1 +X2, data=temp, method="probit")) write.dta(temp, "temp.dta") #################################### #Stata stuff #################################### cat("use temp.dta\n oprobit XX X1 X2\n", file="temp.ado") system("stata -b do temp.ado&") system("cat temp.log") # ##### here's R's output ############################# Re-fitting to get Hessian Call: polr(formula = factor(XX) ~ X1 + X2, data = temp, method = "probit&quot...
2008 Mar 15
1
again with polr
...te or missing values. If I exclude I(eta^2) from the estimation I can do summaries: but I need also I(eta^2) in order to compare this model with the same specification estimated with Ols Can you please help me or give me an hint? If it can be useful, i hereby put an estimation with stata's oprobit function (varnames are a little bit different) > . oprobit lz2_1 ly lnfiglimin lnfiglimagg lnadulti eta eta2 uomo elem laurea saluteno extra > Iteration 0: log likelihood = -7877.9258 > Iteration 1: log likelihood = -7633.4001 > Iteration 2: log likelihood = -7633.3455 > Or...
2004 Nov 11
0
ROracle SQL length limitation
...lme (Suzette Blanchard) 23. Re: cubic spline/smoother with nlme (Peter Dalgaard) 24. RE: cubic spline/smoother with nlme (Pikounis, Bill) 25. Re: R under Pocket PC (Tom Mulholland) 26. substitute/paste question for using Greek in plot titles (Peter Dunn) 27. polr probit versus stata oprobit (Jean Eid) 28. R with Sun Studio Fortran 95 compiler (Bizuet Cabrera Fernando) 29. Re: substitute/paste question for using Greek in plot titles (Sundar Dorai-Raj) 30. Re: polr probit versus stata oprobit (Thomas Lumley) 31. Re: polr probit versus stata oprobit (Jean Eid) 32. R...
2009 May 05
1
self organizing map advice for categorical data
...je) 28. Re: Support Vector Machines (David Winsemius) 29. mosaic plot with two factors and one continous variable (Karsten Weinert) 30. Re: Reversing axis label order (Patrizio Frederic) 31. Re: mosaic plot with two factors and one continous variable (Achim Zeileis) 32. Zelig, oprobit error (Jennifer Brea) 33. Handling Error Thrown After source(...), read.table(...), and readLines(...) (Jason Rupert) 34. Re: normality test for large a large dataset ? (Greg Snow) 35. Cox Proportional Odds Model (Steve Jaffe) 36. Code of the max() function (Paul Smith) 37. help_if...