Estimation in the Fixed-Effects Ordered Logit Model

A-Tier
Journal: Review of Economics and Statistics
Year: 2017
Volume: 99
Issue: 3
Pages: 465-477

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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 <i>J</i> outcomes and <i>T</i> observations can be converted to a binary choice logit model in (<i>J</i> - 1)<sup>T</sup> ways. As an empirical illustration, I examine the income-health gradient for children using the Medical Expenditure Panel Survey.

Technical Details

RePEc Handle
repec:tpr:restat:v:99:y:2017:i:3:p:465-477
Journal Field
General
Author Count
1
Added to Database
2026-01-26