Re: st: Fixed effects ordinal probit regression

["Guillaume Frechette" <gurst1@hotmail.com>]

Hi Jim: as others have already hinted at, you cannot simply add dummies 
(well you can but it doesn't provide a consistent estimator). This is 
sometimes referred to as the incidental parameters problem. Alternatively 
you can estimate a random effects ordered probit (findit reoprob or findit 
gllamm).

Best,

Guillaume :-?



> Dear Sirs,
>
> I was wondering if there is such a thing as fixed effects ordinal probit
> regression.  If so, could one simply add dummy variables for the panel
> indicator (e.g., subject id) to the ordinal probit model to obtain fixed
> effects estimates?  Also, when estimating a fixed effects regression model
> with a subject-level effect, how problematic is it if there are missing
> observations on the dependent variable for some subjects (i.e., unbalanced
> panels)?
>
> Thank you very much.
>
> Best Regards,
>
> Jim Shaw
> Graduate Research Associate
> College of Pharmacy
> The University of Arizona
> << Shaw,JamesW..vcf >>
_________________________________________________________________
Send and receive larger attachments with Hotmail Extra Storage.   
http://join.msn.com/?PAGE=features/es

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/