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Estimation in the Fixed-Effects Ordered Logit Model

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  • Chris Muris

    (Simon Fraser University)

Abstract

This paper introduces a new estimator for the fixed-effects ordered logit model. The proposed method has two advantages over existing estimators. First, it estimates the differences in the cut points along with the regression coefficient, leading to provide bounds on partial effects. Second, the proposed estimator for the regression coefficient is more efficient. I use the fact that the ordered logit model with J outcomes and T observations can be converted to a binary choice logit model in ( J - 1) T ways. As an empirical illustration, I examine the income-health gradient for children using the Medical Expenditure Panel Survey.

Suggested Citation

  • Chris Muris, 2017. "Estimation in the Fixed-Effects Ordered Logit Model," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 465-477, July.
  • Handle: RePEc:tpr:restat:v:99:y:2017:i:3:p:465-477
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    Citations

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    Cited by:

    1. Chrysanthou, Georgios Marios & Vasilakis, Chrysovalantis, 2018. "The Dynamics and Determinants of Bullying Victimisation," IZA Discussion Papers 11902, Institute of Labor Economics (IZA).
    2. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers 31/17, Institute for Fiscal Studies.
    3. Fredriksen, Kaja & Runst, Petrik & Bizer, Kilian, 2017. "Masterful Meisters? Voluntary Certification and Quality in the German Crafts Sector," ifh Working Papers 3 (2017), Volkswirtschaftliches Institut für Mittelstand und Handwerk an der Universität Göttingen (ifh), revised 2017.
    4. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    5. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
    6. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2023. "Testing for state dependence in the fixed-effects ordered logit model," Economics Letters, Elsevier, vol. 222(C).
    7. Albarrán, Pedro & Hidalgo-Hidalgo, Marisa & Iturbe-Ormaetxe, Iñigo, 2020. "Education and adult health: Is there a causal effect?," Social Science & Medicine, Elsevier, vol. 249(C).
    8. Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A dynamic ordered logit model with fixed effects," Papers 2008.05517, arXiv.org.
    9. Bo E. Honor'e & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Papers 2107.03253, arXiv.org, revised Apr 2024.
    10. Chrysanthou, Georgios Marios & Vasilakis, Chrysovalantis, 2019. "The Impact of Bullying Victimisation on Mental Wellbeing," IZA Discussion Papers 12206, Institute of Labor Economics (IZA).
    11. Eleni (E.) Aristodemou, 2018. "Semiparametric Identification in Panel Data Discrete Response Models," Tinbergen Institute Discussion Papers 18-065/III, Tinbergen Institute.
    12. Janke, Katharina & Johnston, David W. & Propper, Carol & Shields, Michael A., 2018. "The Causal Effect of Education on Chronic Health Conditions," IZA Discussion Papers 11353, Institute of Labor Economics (IZA).
    13. Stöckel, Jannis & van Exel, Job & Brouwer, Werner B.F., 2023. "Adaptation in life satisfaction and self-assessed health to disability - Evidence from the UK," Social Science & Medicine, Elsevier, vol. 328(C).
    14. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
    15. Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
    16. Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
    18. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

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