How to implement Estimators in STATA

[Kezia Akwaboa]

Hi,
I want to apply the apply the "fixed-effect ordered legit estimator" by apply the fixed-effect ordered legit estimator into STATA, a estimator developed by Ferrer-i-Carbonell and Frijters (2004) to control for time-invariant personal traits.

I wanted to know what commands i should use to implement this, or if there is button for this as I am very confused with how to go about this.

Any help would be appreciated

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions.

Before posting on Statalist, it is appropriate to try to find the answer in the documentation. If you look at the pdf documentation for panel data, you will find a procedure titled xtologit. Whether this is the FCF approach, I have no idea.

[William Lisowski]

To anyone interested in this, I cannot find an open access version of Ferrer-i-Carbonell and Frijters (2004) ( https://doi.org/10.1111/j.1468-0297.2004.00235.x ) but Baetschmann, Staub and Winkelmann (2011) ( http://ftp.iza.org/dp5443.pdf ) describe and critique the Ferrer-i-Carbonell and Frijters estimator and others that compete with their estimator, which they assert is superior and for which simple Stata code is given.

Added in edit: See also the following previous threads on Statalist.

https://www.statalist.org/forums/for...elp-literature

https://www.statalist.org/forums/for...d-panel-models