Sign up ×
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It's 100% free, no registration required.

Suppose we have a data set $X$. This data set consists of ordinal data (4 levels). To get estimates of the threshold coefficients and probit slope ($\beta_1, \dots, \beta_3$ and $\beta_4$ respectively), do most computational packages use maximum likelihood estimation? That is, given the data, MLE chooses the parameters that maximizes the probability of observing the data?

share|improve this question
Small note: If you have 4 ordinal levels, you should have only 3 thresholds. –  gung Dec 21 '12 at 19:36
Just to be clear, the number of $\beta$s depends on the number of explanatory variables, not on the number of levels. –  Dimitriy V. Masterov Dec 21 '12 at 21:13
As far as I know, MLE is the only way to estimate these. –  Dimitriy V. Masterov Dec 22 '12 at 1:57

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.