morpFit#

Purpose#

Estimates a multivariate ordered response probit (MORP) model using flexible correlation structures and efficient maximum likelihood estimation.

Format#

result = morpFit(fname, dvordname, davordname, ivord[, ctl])#
Parameters:
  • fname (string) – Name of the dataset file to load.

  • dvordname (Kx1 string vector) – Vector of dependent ordinal variable names.

  • davordname (Kx1 string vector) – Vector of alternative availability variable names.

  • ivord (KxM string matrix) – Matrix of independent variable names for the ordered response.

  • ctl (struct) –

    Optional. Instance of a morpControl structure for advanced control of estimation options. If not provided, defaults are used.

    Member

    Type

    Default

    Description

    ctl.method

    string

    "OVUS"

    Analytic approximation method to use in estimation.

    ctl.spher

    scalar

    0

    If 1, uses spherical parameterization; if 0, uses radial parameterization.

    ctl.indep

    scalar

    0

    If 1, assumes independence across equations; if 0, allows correlation.

    ctl.indepfirst

    scalar

    0

    If 1, estimates the independence model first before correlated estimation.

    ctl.correst

    matrix

    {}

    Correlation restriction matrix for advanced restriction specifications.

Returns:

result (scalar) – Returns 1 upon successful estimation.

Details#

  • Uses the morpControl structure to specify method, independence assumptions, spherical parameterizations, and correlation restrictions.

  • Automatically initializes and structures threshold parameters, independent variable parameters, and correlation parameters for the ordered response model.

  • Utilizes maxlik and maxprt for iterative maximum likelihood estimation with the appropriate likelihood gradient functions for initial estimation and final covariance computation.

  • Handles estimation for both independent and correlated structures, including advanced correlation restriction handling and scaling.

Library#

bhatlib

Source#

morpfit.src