Random Parameters Bivariate Ordered Probit

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Random Parameters Bivariate Ordered Probit

Hello everyone,

Currently I am working on a random parameters bivariate ordered probit model in SAS and I used the following command to work on the fixed parameters:

proc qlim data=a method=qn;

model y1 = x1 x2;

model y2 = x1 x2;

endogenous y1 y2 ~ discrete(d=normal);

run;

But I am not sure how to treat the independent variables as random parameters for this type of a model(for example, the MDC procedure in SAS allow you to do Mixed Logit)

I would appreciate if anyone could help.

Sincerely,

Sadri

Respected Advisor
Posts: 2,655

Re: Random Parameters Bivariate Ordered Probit

Sadri,

I don't think there is a an available PROC that does this.  When you say treat the independent variables as random parameters, I assume that one of x1 or x2 is such that it represents a sample that you want to use to infer to a broad inference space?  Is that correct?  If there is a correlation between y1 and y2, there might be a possible approach using PROC GLIMMIX.  Check out Example 41.5 Joint Modeling of Binary and Count Data as a start, and then see if you can fit two different probits.

I really don't have much else.

Steve Denham

New Contributor
Posts: 2

Re: Random Parameters Bivariate Ordered Probit

Posted in reply to SteveDenham

Dear Sir,

Thank you for your reply. Actually the issue that I referred is the same as the Mixed Logit model (different from the regular Multinomial Logit Model), where we treat some of the parameters to vary across observations. I will check the GLIMMIX procedure as you mentioned.

Sincerely,

Sadri

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