2014
DOI: 10.1177/1536867x1401400409
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Femlogit—Implementation of the Multinomial Logit Model with Fixed Effects

Abstract: 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 imple… Show more

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Cited by 81 publications
(49 citation statements)
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“…There are thus strong grounds for preferring an MNL model with fixed effects, as proposed by Chamberlain (). We estimate such a model using the estimator recently developed by Pforr ()…”
Section: Method: Modelling Employment Transitionsmentioning
confidence: 99%
See 1 more Smart Citation
“…There are thus strong grounds for preferring an MNL model with fixed effects, as proposed by Chamberlain (). We estimate such a model using the estimator recently developed by Pforr ()…”
Section: Method: Modelling Employment Transitionsmentioning
confidence: 99%
“…There are thus strong grounds for preferring an MNL model with fixed effects, as proposed by Chamberlain (1980). We estimate such a model using the estimator recently developed by Pforr (2014). 5 That said, although it seems entirely reasonable to make the assumption that the main source of omitted variables is time-invariant individual differences in, for example, motivation or ability, there may also be unobserved time-varying differences between individuals and, perhaps more interesting, unobserved differences at the firm level.…”
Section: Method: Modelling Employment Transitionsmentioning
confidence: 99%
“…We prefer a linear OLS specification as this provides a clear interpretation of marginal effects on the original scale. In contrast, for longitudinal (non-linear) binary and multinomial logit response models with fixed effects, the intuitive interpretation of estimates as predicted probabilities (or various types of marginal effects) is not a viable option because the unobserved heterogeneity vector of person fixed effects is not estimated (see for example Pforr (2014) for a more detailed discussion).…”
Section: Panel Regressionmentioning
confidence: 99%
“…The data also includes full-time students who may be renting elsewhere and yet to form separate households. The multinomial fixed-effects logistic regression 8 specification employed in this section is derived from the combination of different probabilities (Pforr, 2014;StataCorp, 2013 1, for example, denotes the probability of an individual 'i' moving into a different tenure at a time 'j' relative to remaining in the tenure of origin, and β represents the coefficients of our covariates X. The same procedure is also repeated in (2) and (3) in each model.…”
Section: Data and Model Specificationmentioning
confidence: 99%