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

Gregori Baetschmann

Economics Letters, 2012, vol. 115, issue 3, 416-418

Abstract: This 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 on 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: 2012
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:115:y:2012:i:3:p:416-418

DOI: 10.1016/j.econlet.2011.12.100

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