A generalized ordered Probit model

DOI10.1080/03610926.2019.1565780MaRDI QIDQ5077382zbMATH OpenOpenAlexFDO

Authors

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1565780

zbMATH Keywords

categorical dataordered response modelspartially adaptive estimationsemiparametricSGT

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Autoregressive Conditional Density Estimation
• Financial data and the skewed generalized t distribution
• Generalized Additive Models for Location, Scale and Shape
• scientific article; zbMATH DE number 927296 (Why is no real title available?)
• Instrumental variables estimation with flexible distributions
• Modeling ordered choices. A primer
• Nonparametric identification and estimation of polychotomous choice models
• On efficient estimation of the ordered response model
• On specification testing of ordered discrete choice models
• Partial effects in ordered response models with factor variables
• Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
• Semi-parametric bivariate polychotomous ordinal regression
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Shift Restrictions and Semiparametric Estimation in Ordered Response Models
• Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions

Cited in

(7)

• Ordered logit analysis for selectively sampled data
• Ordinal probit model with random bounds
• scientific article; zbMATH DE number 1222381 (Why is no real title available?)
• Specification tests in ordered logit and probit models
• Understanding and interpreting generalized ordered logit models
• A generalized logit model -- an alternative to probit and logit models
• A comparison of semiparametric estimators for the ordered response model

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Uses Software

• GAMLSS

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