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Re: st: ordered logistic regression with endogenous variable


From   "Justina Fischer" <JAVFischer@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ordered logistic regression with endogenous variable
Date   Thu, 11 Oct 2012 14:30:44 +0200

Hi Anat

some practical advise:

Ferrer-i-Carbonell, A. and Frijters, P. (2004), How Important is Methodology for the estimates of the determinants of Happiness?. The Economic Journal, 114: 641–659. 


have shown for 10-category life satisfaction data that the bias w.r.t. direction and significance from using OLS in place of an ordered probit estimation is negligeably small.

Hence, I would suggest using ivreg2. Just do not try to discuss the size of the effect, but focus on direction and significance in your interpretation.

HTH

Justina



-------- Original-Nachricht --------
> Datum: Thu, 11 Oct 2012 13:02:48 +0200
> Von: "Anat (Manes) Tchetchik" <anatmanes@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: ordered logistic regression with endogenous variable

> Dear Statalisters,
> I have a categorical (ranked ordered) dependent var. is there a way to
> estimate such a model with IVs for endogenous covariate?
> Best,
> Anat
> 
> --
> Anat Tchetchik, PhD
> Department of Hotel and Tourism Management
> Guilford Glazer Faculty of Business and Management
> Ben-Gurion University of the Negev
> P.O.Box: 653
> Beer-Sheva, Israel, 84105
> 
> E-mail:       anat@som.bgu.ac.il
> Phone         972-(0)8-6479735
> Fax:           972-(0)8-6472920
> Web:         
> http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm
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