Femlogit—Implementation of the Multinomial Logit Model with Fixed Effects
Femlogit—Implementation of the Multinomial Logit Model with Fixed Effects
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Femlogit — 具有固定效应的多项 Logit 模型的实现
DOI：
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发表时间：
2014
期刊：
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通讯作者：
Klaus Pforr
中科院分区：
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作者：
Klaus Pforr
固定效应模型在社会科学研究中越来越受欢迎。控制未观察到的异质性的可能性使这些模型成为因果分析的主要工具。固定效应模型已经被推导出来，并在许多统计软件包中实现，用于连续的、二分的和计数数据的因变量。Chamberlain（1980，Review of Economic Studies 47：225-238）推导了具有固定效应的多项逻辑回归。然而，这一模式尚未在任何统计软件包中实施。可能的应用将是对就业状况的影响的分析，特别考虑兼职或非正规就业，以及对投票行为的影响的分析，隐含地控制长期的政党识别，而不是直接测量。本文介绍了使用新命令femlogit实现此模型。我展示了它的应用与英国选举面板数据。
Fixed-effects models have become increasingly popular in social-science research. The possibility to control for unobserved heterogeneity makes these models a prime tool for causal analysis. Fixed-effects models have been derived and implemented for many statistical software packages for continuous, dichotomous, and count-data dependent variables. Chamberlain (1980, Review of Economic Studies 47: 225–238) derived the multinomial logistic regression with fixed effects. However, this model has not yet been implemented in any statistical software package. Possible applications would be analyses of effects on employment status, with special consideration of part-time or irregular employment, and analyses of effects on voting behavior that implicitly control for long-time party identification rather than measuring it directly. This article introduces an implementation of this model with the new command femlogit. I show its application with British election panel data.