A review of estimators for the fixed-effects ordered logit model
AbstractIt is well-known that the dummy variable estimator for the fixed-effects ordered logit model is inconsistent when T, the dimension of the panel, is fixed. This talk will review a range of alternative fixed-effects ordered logit estimators that are based on Chamberlain's fixed-effects estimator for the binary logit model. The talk will present Stata code for the estimators and discuss the available evidence on their finite-sample performance. We will conclude by presenting an empirical example in which the estimators are used to model the relationship between commuting and life satisfaction.
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Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2011 with number 05.
Date of creation: 26 Sep 2011
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-09 (All new papers)
- NEP-DCM-2011-10-09 (Discrete Choice Models)
- NEP-ECM-2011-10-09 (Econometrics)
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- Koczan, Zs, 2013. "Does integration increase life satisfaction," Cambridge Working Papers in Economics 1314, Faculty of Economics, University of Cambridge.
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