IDEAS home Printed from https://ideas.repec.org/a/tpr/restat/v107y2025i4p1104-1114.html

A Dynamic Ordered Logit Model with Fixed Effects

Author

Listed:
  • Chris Muris

    (McMaster University)

  • Pedro Raposo

    (Universidade Católica Portuguesa, Católica Lisbon School of Business & Economics)

  • Sotiris Vandoros

    (University College London (UCL) and Harvard University)

Abstract

We study a fixed-T panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive parameter, regression coefficients, and the threshold parameters in this model. Our results require only four observations on the outcome variable. We provide conditions under which a composite conditional maximum likelihood estimator is consistent and asymptotically normal. We use our estimator to explore the determinants of self-reported health in a panel of European countries over the period 2003–2016, and we find evidence for state dependence in self-reported health.

Suggested Citation

  • Chris Muris & Pedro Raposo & Sotiris Vandoros, 2025. "A Dynamic Ordered Logit Model with Fixed Effects," The Review of Economics and Statistics, MIT Press, vol. 107(4), pages 1104-1114, July.
    • Handle: RePEc:tpr:restat:v:107:y:2025:i:4:p:1104-1114
    DOI: 10.1162/rest_a_01336
    as

    Download full text from publisher

    File URL: https://doi.org/10.1162/rest_a_01336
    Download Restriction: Access to PDF is restricted to subscribers.
    File URL: https://libkey.io/10.1162/rest_a_01336?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to look for a different version below or

    for a different version of it.

    Other versions of this item:

    Citations

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


    Cited by:

    1. Bo E. Honoré & Chris Muris & Martin Weidner, 2025. "Dynamic ordered panel logit models," Quantitative Economics, Econometric Society, vol. 16(3), pages 899-945, July.
    2. Abbas Khan & Li Shuangjie & Ai Xiaoqing & Muhammad Farrukh Shahzad & Abdul Razzaq, 2026. "Navigating financial and governance barriers to renewable energy in LMICs: insights from machine learning and econometrics," Letters in Spatial and Resource Sciences, Springer, vol. 19(1), pages 1-22, December.
    3. Kevin Dano, 2023. "Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models," Papers 2303.00083, arXiv.org, revised Dec 2023.
    4. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2023. "Testing for state dependence in the fixed-effects ordered logit model," Economics Letters, Elsevier, vol. 222(C).

    More about this item

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • I14 - Health, Education, and Welfare - - Health - - - Health and Inequality

    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:107:y:2025:i:4:p:1104-1114. 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: The MIT Press (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.