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Journal Article

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

Authors

Publication date

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.

Published in

The Stata Journal

Volume and page numbers

16 , 159 -184

ISSN

16

Subjects

Statistical Analysis and Computing

Links

University of Essex Research Repository - http://repository.essex.ac.uk/16805/

Notes

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


Related publications

  1. BICOP: a Stata command for fitting bivariate ordinal regressions with residual dependence characterised by a copula function and normal mixture marginals

    Monica Hernandez-Alava and Stephen Pudney

  2. BICOP: a Stata command for fitting bivariate ordinal regressions with residual dependence characterised by a copula function and normal mixture marginals

    Monica Hernandez-Alava and Stephen Pudney

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