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

Arne Hole, Andrew Dickerson and Luke Munford

United Kingdom Stata Users' Group Meetings 2011 from Stata Users Group

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.

Date: 2011-09-26
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Citations: View citations in EconPapers (14)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug11:05

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