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Re: st: Fixed effects ordered LOGIT regression?


From   David Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: Fixed effects ordered LOGIT regression?
Date   Tue, 20 Jul 2010 14:37:25 -0400

Panel ordinal logit routines are available in an econometrics package called Limdep, but I can't remember if Greene (the sole author of that package) offers fixed-effects ordinal logit.

Be warned however; that program is not user friendly. In particular, it does not handle unbalanced panels well.

But Limdep does offer many panel routines not currently offered in Stata including panel zero inflated count models and panel multinomial logit along with many other useful routines. Every time there's a new version of Stata I hope these routines will be added, but no such luck so far.

But I remain hopeful.

David Jacobs

At 01:49 PM 7/20/2010, you wrote:


For Stephen:

 >
 >  -----Original Message-----
 >  From: Stephen P. Jenkins [mailto:[email protected]]
 >  Sent: 20 July 2010 11:12
 >  To: '[email protected]'
 >  Subject: Fixed effects ordered LOGIT regression?
 >
 >  Date: Thu, 15 Jul 2010 01:54:40 -0700 (PDT)
 >  From: Maarten buis<[email protected]>
 >  Subject: Re: st: Fixed effects ordered LOGIT regression?
 >
 >  - --- On Thu, 15/7/10, Daniel Brown wrote:

>  >>  I would like to know whether it is possible to run a fixed
>  >>  effects ordered LOGIT regression.
 >  To the best of my knowledge there has been no progress on

this

>  >  front.
>  >
>  >  - -- Maarten
>  >  --------------------------------------------------
>  >
>  >  Some progress has been made, but there is not agreement about
>  the
>  >  best way to do it.
>  >
>  >  For one approach, see an article by Paul Frijters and others
>  in
>  >  the Economic Journal a few years ago. (Happiness data?)
Sorry,

>  I
>  >  can't recall exact citation.  They have Gauss program code, I
>  >  recall, and perhaps that can be translated into Mata
>  relatively
>  >  easily (by those who can do such things.)
>  >
>  >  I can't remember the other approach -- perhaps check papers
by

>  >  Arthur van Soest (at RePEC)
>  >
>  >  Stephen
>  >  -------------------------------------
>  >  Professor Stephen P. Jenkins<[email protected]>
>  >  Institute for Social and Economic Research (ISER)
>  >  University of Essex, Colchester CO4 3SQ, UK
>  >  Tel: +44(0)1206 873374. Fax: +44(0)1206 873151
>  >  http://www.iser.essex.ac.uk
>  >  Survival Analysis using Stata:
>  >  http://www.iser.essex.ac.uk/survival-analysis
>  >  Downloadable papers and software:
>  >  http://ideas.repec.org/e/pje7.html
>  >
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