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st: Fixed effects ordered LOGIT regression?


From   Daniel Brown <dzbrown2010@gmail.com>
To   statalist@hsphsun2.harvard.edu
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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