Download This PaperIdentification and Estimation of Thresholds in the Fixed Effects Ordered Logit Model
University of Zurich Department of Economics Working Paper No. 46
9 Pages Posted: 24 Nov 2011
Date Written: November 11, 2011
Abstract
The paper proposes a new estimator for the fixed eff ects ordered logit model. In contrast to existing methods, the new procedure allows estimating the thresholds. The empirical relevance and simplicity of implementation is illustrated in an application to the eff ect of unemployment on life satisfaction.
Keywords: Ordered response, panel data, correlated heterogeneity, incidental parameters
JEL Classification: C23, C25, J28, J64
Suggested Citation: Suggested Citation
Baetschmann, Gregori, Identification and Estimation of Thresholds in the Fixed Effects Ordered Logit Model (November 11, 2011). University of Zurich Department of Economics Working Paper No. 46, Available at SSRN: https://ssrn.com/abstract=1963760 or http://dx.doi.org/10.2139/ssrn.1963760
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