Steve Pudney

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GAUSS programme for latent autoregressive ordered probit models

This programme implements the maximum simulated likelihood estimator for the latent autoregressive ordered probit model proposed in the following paper:

Pudney, S. E. (2008). The dynamics of perception: modelling subjective wellbeing in a short panel. Journal of the Royal Statistical Society (Series A: Statistics in Society) 171, 21-40.

The GAUSS version of the programme will be downloadable from here once I’ve had time to prettify it a bit. The Stata version predicted in the published paper is still a long way from arriving, I’m afraid.