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femlogit-Implementation of the multinomial logit model with fixed effects

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  • Klaus Pforr

    (GESIS-Leibniz-Institute for the Social Sciences)

Abstract

Fixed-effects models have become increasingly popular in social-science research. The possibility to control for unobserved heterogeneity makes these models a prime tool for causal analysis. Fixed-effects models have been derived and implemented for many statistical software packages for continuous, dichotomous, and count-data dependent variables. Chamberlain (1980, Review of Economic Studies 47: 225–238) derived the multinomial logistic regression with fixed effects. However, this model has not yet been implemented in any statistical software package. Possible applications would be analyses of effects on employment status, with special consideration of part-time or irregular employment, and analyses of effects on voting behavior that implicitly control for long-time party identification rather than measuring it directly. This article introduces an implementation of this model with the new command femlogit. I show its application with British election panel data. Copyright 2014 by StataCorp LP.

Suggested Citation

  • Klaus Pforr, 2014. "femlogit-Implementation of the multinomial logit model with fixed effects," Stata Journal, StataCorp LP, vol. 14(4), pages 847-862, December.
    • Handle: RePEc:tsj:stataj:v:14:y:2014:i:4:p:847-862
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    References listed on IDEAS

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    1. Richard Breen & Kristian Bernt Karlson & Anders Holm, 2013. "Total, Direct, and Indirect Effects in Logit and Probit Models," Sociological Methods & Research, , vol. 42(2), pages 164-191, May.
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