feologit: A new command for fitting fixed-effects ordered logit models

Gregori Baetschmann (), Alexander Ballantyne (), Kevin Staub and Rainer Winkelmann
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Gregori Baetschmann: University of Bern
Alexander Ballantyne: University of Melbourne

Stata Journal, 2020, vol. 20, issue 2, 253-275

Abstract: In this article, we describe how to fit panel-data ordered logit mod- els with fixed effects using the new community-contributed command feologit. Fixed-effects models are increasingly popular for estimating causal effects in the social sciences because they flexibly control for unobserved time-invariant hetero- geneity. The ordered logit model is the standard model for ordered dependent variables, and this command is the first in Stata specifically for this model with fixed effects. The command includes a choice between two estimators, the blow- up and cluster (BUC) estimator introduced in Baetschmann, Staub, and Winkel- mann (2015, Journal of the Royal Statistical Society, Series A 178: 685–703) and the BUC-τ estimator in Baetschmann (2012, Economics Letters 115: 416–418). Baetschmann, Staub, and Winkelmann (2015) showed that the BUC estimator has good properties and is almost as efficient as more complex estimators such as generalized method-of-moments and empirical likelihood estimators. The com- mand and model interpretations are illustrated with an analysis of the effect of parenthood on life satisfaction using data from the German Socio-Economic Panel. Copyright 2020 by StataCorp LP.

Keywords: feologit; panel data; ordered dependent variables; logistic mod- els; fixed effects; blow-up and cluster estimator (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (32)

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DOI: 10.1177/1536867X20930984

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