Estimation in the fixed-effects ordered logit model

Chris Muris*

*Corresponding author for this work

Research output: Contribution to journalArticle (Academic Journal)peer-review

9 Citations (Scopus)

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

Original languageEnglish
Pages (from-to)465-477
Number of pages13
JournalReview of Economics and Statistics
Volume99
Issue number3
DOIs
Publication statusPublished - 1 Jul 2017

Structured keywords

  • ECON Econometrics

Fingerprint Dive into the research topics of 'Estimation in the fixed-effects ordered logit model'. Together they form a unique fingerprint.

Cite this