[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Ologit and incidental parameter problem

From   "CASTELLUCCI Fabrizio" <>
Subject   st: Ologit and incidental parameter problem
Date   Mon, 27 Aug 2007 15:57:33 +0200

I'm running an ologit on an unbalanced panel. the DV has 7 categories,
T=22, and I have 3182 observation. Among other estimators, i included
21 dummies as fixed effects. One reviewer suggested that, by doing so,
i have an incidental parameter problem. I though that given my panel
size the problem should not be that serious, but i was wondering
whether there are ways to tackle such problem.


*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index