Testing for state dependence in the fixed-effects ordered logit model

Francesco Bartolucci, Claudia Pigini and Francesco Valentini

MPRA Paper from University Library of Munich, Germany

Abstract: We propose a test for state dependence in the fixed-effects ordered logit model, based on the combination of the Quadratic Exponential model with the popular Blow-Up and Cluster procedure, used to estimate the fixed-effects ordered logit model. The test exhibits satisfactory size and power properties in simulation, for data generated according to models where persistence lies either in the latent or observed response variable.

Keywords: Conditional Maximum Likelihood; Fixed effects; Ordered panel data; Quadratic Exponential model; State dependence (search for similar items in EconPapers)
JEL-codes: C12 C23 C25 (search for similar items in EconPapers)
Date: 2022-07-26
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Related works:
Journal Article: Testing for state dependence in the fixed-effects ordered logit model (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:113890

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