We introduce three new commands—nop, ziop2, and ziop3—for the estimation of a three-part nested ordered probit model, the two-part zero-inflated ordered probit models of Harris and Zhao (2007, Journal of Econometrics 141: 1073–1099) and Brooks, Harris, and Spencer (2012, Economics Letters 117: 683–686), and a three-part zero-inflated ordered probit model of Sirchenko (2020, Studies in Nonlinear Dynamics and Econometrics 24: 1) for ordinal outcomes, with both exogenous and endogenous switching. The three-part models allow the probabilities of positive, neutral (zero), and negative outcomes to be generated by distinct processes. The zero-inflated models address a preponderance of zeros and allow them to emerge in different latent regimes. We provide postestimation commands to compute probabilistic predictions and various measures of their accuracy, to assess the goodness of fit, and to perform model comparison using the Vuong test (Vuong, 1989, Econometrica 57: 307–333) with the corrections based on the Akaike and Schwarz information criteria. We investigate the finite-sample performance of the maximum likelihood estimators by Monte Carlo simulations, discuss the relations among the models, and illustrate the new commands with an empirical application to the U.S. federal funds rate target.

我们引入了三个新命令nop，ziop2和ziop3，用于估计三部分嵌套的有序概率模型，两部分零膨胀的有序概率模型（Harris和Zhao，2007年，Journal of Econometrics 141：1073– 1099）和Brooks，Harris和Spencer（2012，Economics Letters 117：683–686），以及Sirchenko的三部分零充气有序概率模型（2020，非线性动力学和计量经济学研究）24：1）对于顺序结局，具有外生和内生切换。由三部分组成的模型允许通过不同的过程生成正，中性（零）和负结果的概率。零膨胀模型处理大量的零，并允许它们出现在不同的潜在体制中。我们提供后估计命令，以计算概率预测及其准确性的各种度量，评估拟合优度，并使用Vuong检验进行模型比较（Vuong，1989年，计量经济学57：307-333），并根据Akaike和Schwarz信息标准进行了更正。我们通过蒙特卡洛模拟研究最大似然估计器的有限样本性能，讨论模型之间的关系，并通过经验将其应用于美国联邦基金利率目标，以说明新的命令。