期刊
STATA JOURNAL
卷 20, 期 2, 页码 253-275出版社
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X20930984
关键词
st0596; feologit; panel data; ordered dependent variables; logistic models; fixed effects; blow-up and cluster estimator
资金
- Australian Research Council [DE170100644]
- Australian Research Council [DE170100644] Funding Source: Australian Research Council
In this article, we describe how to fit panel-data ordered logit models with fixed effects using the new community-contributed commandfeologit. Fixed-effects models are increasingly popular for estimating causal effects in the social sciences because they flexibly control for unobserved time-invariant heterogeneity. 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 blowup and cluster (BUC) estimator introduced in Baetschmann, Staub, and Winkelmann (2015,Journal of the Royal Statistical Society, Series A178: 685-703) and the BUC-tau estimator in Baetschmann (2012,Economics Letters115: 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 command and model interpretations are illustrated with an analysis of the effect of parenthood on life satisfaction using data from the German Socio-Economic Panel.
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