Numerical stuff for ordered probit

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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Numerical stuff for ordered probit

Postby startz » Fri Nov 20, 2020 1:50 pm

I have an ordered probit model which seems to have some numerical sensitivities. Some specifications won't run. Others run, but the results are somewhat different from what one gets in R.

Is there advice on optimization method or other choices likely to lead to the most accurate estimates?

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