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Re: st: Fixed-effects and the ordered logit/probit model

From   Mark Schaffer <>
To, Eric Neumayer <>
Subject   Re: st: Fixed-effects and the ordered logit/probit model
Date   Mon, 06 Sep 2004 14:33:01 +0100 (BST)


Quoting Eric Neumayer <>:

> Hi,
> the statistic for computing an ordered logit/probit model with fixed
> effects
> is extremely complex, which is why Stata has no routine such as
> xtoprobit or
> xtologit, right? So, how would one interpret the results if someone
> were to
> introduce country dummies in an oprobit model to estimate the
> following?
> xi: oprobit y x

This came up on Statalist about a year ago, and generated a thread which 
included a very informative response from Bill Gould, Vince Wiggins and 
David Drukker:

The bottom line is that the estimator isn't consistent, and if you use it 
you'll probably get "awful" results.  As others in the thread pointed out, 
the most appealing alternative is probably random effects ordered probit 
using -reoprob- or -gllamm-.


> Thanks for any suggestions. Eric Neumayer
> *
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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008


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