Identification and estimation of thresholds in the fixed effects ordered logit model

This paper proposes a new estimator for the fixed effects 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 on the effect of unemployment on life satisfaction.

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Year of publication:	2012
Authors:	Baetschmann, Gregori
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 115.2012, 3, p. 416-418
Publisher:	Elsevier
Subject:	Ordered response \| Panel data \| Correlated heterogeneity \| Incidental parameters

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Type of publication:	Article
Classification:	C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models ; J28 - Safety; Accidents; Industrial Health; Job Satisfaction, Related Public Policy ; J64 - Unemployment: Models, Duration, Incidence, and Job Search
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572132