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A review of estimators for the fixed-effects ordered logit model

Author

Listed:
  • Arne Risa Hole

    (University of Sheffield)

  • Andy Dickerson
  • Luke Munford

Abstract

It 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.

Suggested Citation

  • Arne Risa Hole & Andy Dickerson & Luke Munford, 2011. "A review of estimators for the fixed-effects ordered logit model," United Kingdom Stata Users' Group Meetings 2011 05, Stata Users Group.
    • Handle: RePEc:boc:usug11:05
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    Cited by:

    1. Neil R Meredith, 2017. "Religion and Labor: An Examination of Religious Service Attendance and Unemployment Using Count Data Methods," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(3), pages 451-471, June.
    2. Antje Mertens & Miriam Beblo, 2016. "Self-Reported Satisfaction and the Economic Crisis of 2007–2010: Or How People in the UK and Germany Perceive a Severe Cyclical Downturn," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 125(2), pages 537-565, January.
    3. Zsóka Kóczán, 2016. "(Why) are immigrants unhappy?," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-25, December.
    4. Manthos D. Delis & Iftekhar Hasan & Maria Iosifidi, 2019. "On the Effect of Business and Economic University Education on Political Ideology: An Empirical Note," Journal of Business Ethics, Springer, vol. 155(3), pages 809-822, March.
    5. Zohair Alam & Mr. Adrian Alter & Jesse Eiseman & Mr. Gaston Gelos & Mr. Heedon Kang & Mr. Machiko Narita & Erlend Nier & Naixi Wang, 2019. "Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database," IMF Working Papers 2019/066, International Monetary Fund.
    6. Turney, Kristin, 2013. "Perceived instrumental support and children's health across the early life course," Social Science & Medicine, Elsevier, vol. 95(C), pages 34-42.
    7. Koczan, Zs, 2013. "Does integration increase life satisfaction," Cambridge Working Papers in Economics 1314, Faculty of Economics, University of Cambridge.
    8. repec:zbw:bofrdp:2017_022 is not listed on IDEAS
    9. Delis, Manthos D. & Hasan, Iftekhar & Iosifidi, Maria, 2017. "On the effect of business and economic university education on political ideology: An empirical note," Bank of Finland Research Discussion Papers 22/2017, Bank of Finland.
    10. Collewet, Marion & de Grip, Andries & de Koning, Jaap, 2017. "Conspicuous work: Peer working time, labour supply, and happiness," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 68(C), pages 79-90.
    11. Bernd J. Frick & Ute Goetzen & Robert Simmons, 2013. "The Hidden Costs of High-Performance Work Practices: Evidence from a Large German Steel Company," ILR Review, Cornell University, ILR School, vol. 66(1), pages 198-224, January.
    12. Yilmazer, Tansel & Babiarz, Patryk & Liu, Fen, 2015. "The impact of diminished housing wealth on health in the United States: Evidence from the Great Recession," Social Science & Medicine, Elsevier, vol. 130(C), pages 234-241.

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