Command Reference : Command Reference
Estimation of ordered dependent variable models.
equation name.ordered(options) y x1 [x2 x3 ...]
equation name.ordered(options) specification
d=arg (default=“n”)
Specify likelihood: normal likelihood function, ordered probit (“n”), logistic likelihood function, ordered logit (“l”), Type I extreme value likelihood function, ordered Gompit (“x”).
optmethod = arg
Optimization method: “bfgs” (BFGS); “newton” (Newton-Raphson), “opg” or “bhhh” (OPG or BHHH), “legacy” (EViews legacy).
Newton-Raphson is the default method.
optstep = arg
Step method: “marquardt” (Marquardt); “dogleg” (Dogleg); “linesearch” (Line search).
Marquardt is the default method.
Covariance method: “ordinary” (default method based on inverse of the estimated information matrix), “huber” or “white” (Huber-White sandwich method)., “glm” (GLM method)..
covinfo = arg
Information matrix method: “opg” (OPG); “hessian” (observed Hessian).
(Applicable when non-legacy “optmethod=”.)
Huber-White quasi-maximum likelihood (QML) standard errors and covariances.
(Legacy option Applicable when “optmethod=legacy”).
Set maximum number of iterations.
Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2.
Use the current coefficient values in “C” as starting values (see also param).
Specify a number between zero and one to determine starting values as a fraction of preliminary EViews default values (out of range values are set to “s=1”).
showopts / ‑showopts
[Do / do not] display the starting coefficient values and estimation options in the estimation output.
Specify the name of the coefficient vector (if specified by list); the default behavior is to use the “C” coefficient vector.
Force the dialog to appear from within a program.
Print results.
If you choose to employ user specified starting values, the parameters corresponding to the limit points must be in ascending order.
ordered(d=l,cov=huber) y c wage edu kids
estimates an ordered logit model of Y on a constant, WAGE, EDU, and KIDS with QML standard errors. This command uses the default quadratic hill climbing algorithm.
param c(1) .1 c(2) .2 c(3) .3 c(4) .4 c(5).5
equation eq1.binary(s) y c x z
coef betahat = @coefs
estimates an ordered probit model of Y on a constant, X, and Z from the specified starting values. The estimated coefficients are then stored in the coefficient vector BETAHAT.
See “Ordered Dependent Variable Models” for additional discussion.
See also binary.
See Equation::ordered for the equivalent equation object command.