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

• Autores: Mónica Hernández-Alava, Stephen Pudney
• Localización: The Stata journal, ISSN 1536-867X, Vol. 16, Nº. 1, 2016, págs. 159-184
• Idioma: inglés
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• Resumen

  • 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.