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