IDEAS home Printed from https://ideas.repec.org/a/tpr/restat/v99y2017i3p465-477.html
   My bibliography  Save this article

Estimation in the Fixed-Effects Ordered Logit Model

Author

Listed:
  • Chris Muris

    (Simon Fraser University)

Abstract

This paper introduces a new estimator for the fixed-effects ordered logit model. The proposed method has two advantages over existing estimators. First, it estimates the differences in the cut points along with the regression coefficient, leading to provide bounds on partial effects. Second, the proposed estimator for the regression coefficient is more efficient. I use the fact that the ordered logit model with J outcomes and T observations can be converted to a binary choice logit model in ( J - 1) T ways. As an empirical illustration, I examine the income-health gradient for children using the Medical Expenditure Panel Survey.

Suggested Citation

  • Chris Muris, 2017. "Estimation in the Fixed-Effects Ordered Logit Model," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 465-477, July.
    • Handle: RePEc:tpr:restat:v:99:y:2017:i:3:p:465-477
    as

    Download full text from publisher

    File URL: http://www.mitpressjournals.org/doi/pdf/10.1162/REST_a_00617
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chrysanthou, Georgios Marios & Vasilakis, Chrysovalantis, 2018. "The Dynamics and Determinants of Bullying Victimisation," IZA Discussion Papers 11902, Institute of Labor Economics (IZA).
    2. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
    3. Fredriksen, Kaja & Runst, Petrik & Bizer, Kilian, 2017. "Masterful Meisters? Voluntary Certification and Quality in the German Crafts Sector," ifh Working Papers 3 (2017), Volkswirtschaftliches Institut für Mittelstand und Handwerk an der Universität Göttingen (ifh), revised 2017.
    4. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    5. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised Dec 2023.
    6. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2023. "Testing for state dependence in the fixed-effects ordered logit model," Economics Letters, Elsevier, vol. 222(C).
    7. Albarrán, Pedro & Hidalgo-Hidalgo, Marisa & Iturbe-Ormaetxe, Iñigo, 2020. "Education and adult health: Is there a causal effect?," Social Science & Medicine, Elsevier, vol. 249(C).
    8. Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A dynamic ordered logit model with fixed effects," Papers 2008.05517, arXiv.org.
    9. Bo E. Honor'e & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Papers 2107.03253, arXiv.org, revised Apr 2024.
    10. Chrysanthou, Georgios Marios & Vasilakis, Chrysovalantis, 2019. "The Impact of Bullying Victimisation on Mental Wellbeing," IZA Discussion Papers 12206, Institute of Labor Economics (IZA).
    11. Eleni (E.) Aristodemou, 2018. "Semiparametric Identification in Panel Data Discrete Response Models," Tinbergen Institute Discussion Papers 18-065/III, Tinbergen Institute.
    12. Janke, Katharina & Johnston, David W. & Propper, Carol & Shields, Michael A., 2018. "The Causal Effect of Education on Chronic Health Conditions," IZA Discussion Papers 11353, Institute of Labor Economics (IZA).
    13. Stöckel, Jannis & van Exel, Job & Brouwer, Werner B.F., 2023. "Adaptation in life satisfaction and self-assessed health to disability - Evidence from the UK," Social Science & Medicine, Elsevier, vol. 328(C).
    14. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
    15. Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
    16. Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
    18. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

    More about this item

    Lists

    This item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:
    1. Estimation in the fixed effects ordered logit model (REStat 2017) in ReplicationWiki

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tpr:restat:v:99:y:2017:i:3:p:465-477. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kelly McDougall (email available below). General contact details of provider: https://direct.mit.edu/journals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.