Hernandez, M. orcid.org/0000-0003-4474-5883 and Pudney, S. (2016) bicop: A command for fitting bivariate ordinal regressions with residual dependence characterized by a copula function and normal mixture marginals. The Stata Journal, 16 (1). pp. 159-184. ISSN 1097-8879
Abstract
In this article, we describe a new Stata command, bicop, for fitting a model consisting of a pair of ordinal regressions with a flexible residual distribution, with each marginal distribution specified as a two-part normal mixture, and stochastic dependence governed by a choice of copula functions. The bicop command generalizes the existing biprobit and bioprobit commands, which assume a bivariate normal residual distribution. We present and explain the bicop estimation command and the available postestimation commands using data on financial well-being from the UK Understanding Society Panel Survey.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2016 StataCorp LP . Reproduced with permission from the copyright holder. |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Medicine, Dentistry and Health (Sheffield) > School of Health and Related Research (Sheffield) > ScHARR - Sheffield Centre for Health and Related Research |
Funding Information: | Funder Grant number MEDICAL RESEARCH COUNCIL MR/L022575/1 |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 03 May 2016 13:21 |
Last Modified: | 03 May 2016 13:21 |
Published Version: | http://www.stata-journal.com/article.html?article=... |
Status: | Published |
Publisher: | StataCorp LP |
Refereed: | Yes |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:98846 |