On Wed, 7 Jan 2015, Riccardo (Jack) Lucchetti wrote: > On Wed, 7 Jan 2015, Allin Cottrell wrote: > >> It should now be safe to pass a series with non-integral values as >> the dependent variable in ordered probit, provided it has been >> sucessfully marked as discrete. > > Excuse me, I may be missing something, but I fail to see the logic > in this. In an ordered probit model, the support of the dependent > variable is supposed to be a sequence of increasing numbers, which > indicate increasing "degress of intensity" of a certain unobserved > variable, whose conditional mean is what we're trying to estimate. > Of course they could be any sequence, as long as it's increasing, > but I would guess that common sense dictates they should be > increasing _integers_ [...]
I see your point, but I seem to remember some discussion long ago when some people (Sven?) argued that a "degree of intensity" discrete variable might in practice be coded with round-ish fractions (e.g. multiples of 0.5). Also, FWIW, Stata allows this in ordered probit. (Plus there's a constraint implied by the condition that the dependent variable be "successfully marked as discrete" -- you can't define any old junk as a discrete variable.) Maybe Peter could comment on the dependent variable in his case? Allin
