Consistent estimation of the fixed effects ordered logit model

Consistent estimation of the fixed effects ordered logit model

The paper considers panel data methods for estimating ordered logit models with individual-specific correlated unobserved heterogeneity. We show that a popular approach is inconsistent, whereas some consistent and efficient estimators are available, including minimum distance and generalized method-of-moment estimators. A Monte Carlo study reveals the good properties of an alternative estimator...

Identification and estimation of thresholds in the fixed effects ordered logit model

The paper proposes a new estimator for the fixed effects ordered logit model. In contrast to existing methods, the new procedure allows estimating the thresholds. The empirical relevance and simplicity of implementation is illustrated in an application to the effect of unemployment on life satisfaction.

Consistent Estimation of the Fixed Effects Stochastic Frontier Model

Multivariate Ordered Logit Regressions

In this paper we combine recent advances in marginal modelling for contingency tables with the notion of copula to formulate a class of models for describing how the joint distribution of a set of ordinal response variables depends on exogenous regressors. We derive the main properties of a marginal parameterization, the global interaction copula, whose nature is essentially non parametric, and...

On Rank-Ordered Nested Multinomial Logit Model and D-Optimal Design for this Model

In contrast to the classical discrete choice experiment, the respondent in a rank-order discrete choice experiment, is asked to rank a number of alternatives instead of the preferred one. In this paper, we study the information matrix of a rank order nested multinomial logit model (RO.NMNL) and introduce local D-optimality criterion, then we obtain Locally D-optimal design for RO.NMNL models in...