Identification and estimation of thresholds in the fixed effects ordered logit model

Gregori Baetschmann

No 46, ECON - Working Papers from Department of Economics - University of Zurich

Abstract: The paper proposes a new estimator for the fixed effects ordered logit model. In contrast to existing methods, the new procedure allows estimating the thresholds. The empirical relevance and simplicity of implementation is illustrated in an application to the effect of unemployment on life satisfaction.

Keywords: Ordered response; panel data; correlated heterogeneity; incidental parameters (search for similar items in EconPapers)
JEL-codes: C23 C25 J28 J64 (search for similar items in EconPapers)
Date: 2011-11
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:zur:econwp:046

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