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bicop: a command for fitting bivariate ordinal regressions with residual dependence characterized by a copula function and normal mixture marginals

Publication type

Journal Article

Authors

Publication date

June 1, 2016

Summary

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.

Volume and page numbers

Volume: 16 , p.159 -184

ISSN

1536867

Subjects

Link

Notes

Hilary Doughty Research Library, ISER, University of Essex- indexed article


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