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

Author

Listed:
  • Gregori Baetschmann

    (University of Bern)

  • Alexander Ballantyne

    (University of Melbourne)

  • Kevin E. Staub

    (University of Melbourne)

  • Rainer Winkelmann

    (University of Zurich)

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.

Suggested Citation

  • Gregori Baetschmann & Alexander Ballantyne & Kevin E. Staub & Rainer Winkelmann, 2020. "feologit: A new command for fitting fixed-effects ordered logit models," Stata Journal, StataCorp LP, vol. 20(2), pages 253-275, June.
    • Handle: RePEc:tsj:stataj:v:20:y:2019:i:2:p:253-275
    DOI: 10.1177/1536867X20930984
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