An expanded framework for mixed process modeling in Stata

摘要: Roodman (Stata Journal, 2011) introduced the program cmp for using maximum likelihood to fit multiequation combinations of Gaussian-based models such as tobit, probit, ordered multinomial interval censoring, and continuous linear. This presentation describes substantial extensions framework software: factor variable support; rank-ordered probit model; ability specify precensoring truncation in most model types; hierarchical random effects coefficients that are potentially correlated across equations; include unobserved linear variables behind endogenous variables—not just their observed, censored manifestations—on right side other equations and, when so doing, allowance simultaneity system equations. Contrary title (2011), no longer need be recursive or fully observed.