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st: Fixed effects ordered LOGIT regression?
From
Daniel Brown <[email protected]>
To
[email protected]
Subject
st: Fixed effects ordered LOGIT regression?
Date
Thu, 15 Jul 2010 04:19:37 -0400
Dear Statalisters,
I would like to know whether it is possible to run a fixed effects ordered
LOGIT regression. I was able to find an earlier post to this list that
explain why a fixed effects ordered PROBIT is not available. The link is:
http://www.stata.com/statalist/archive/2003-09/msg00103.html
In this post, Bill, Vince and David state that:
"We suspect that ordered logit would be easier because of a property of the
logit likelihood function that makes the intercepts separable from the
other coefficients. It is that property that makes the -clogit- estimator
so "easy" -- the individual intercepts literally drop out of the estimating
equation."
This post is from September 2003. I was wondering whether there was
any development for estimating fixed effects ordered logit since then.
If not, does anyone know whether there is a theoretical or technical
reason for that?
Any suggestion or comment would be greatly appreciated!
Thank you very much,
Daniel
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