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Bias in Conditional and Unconditional Fixed Effects Logit Estimation: A Correction

Published online by Cambridge University Press:  04 January 2017

Tom Coupé
Tom Coupé*
Affiliation:
Economics Education and Research Consortium, National University of Kyiv Mohyla Academy, Vul Voloska 10, 04070 Kyiv, Ukraine. [email protected]
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Abstract

In a recent paper published in this journal, Katz (2001) compares the bias in conditional and unconditional fixed effects logit estimation using Monte Carlo Simulation. This note shows that while Katz's (2001) specification has “wrong” fixed effects (in the sense that the fixed effects are the same for all individuals), his conclusions still hold if I correct his specification (so that the fixed effects do differ over individuals). This note also illustrates the danger, when using logit, of including dummies when no fixed effects are present.

Type
Research Article
Information
Political Analysis , Volume 13 , Issue 3 , Summer 2005 , pp. 292 - 295
Copyright
Copyright © The Author 2005. Published by Oxford University Press on behalf of the Society for Political Methodology 

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References

Abrevaya, Jason. 1997. “The Equivalence of Two Estimators of the Fixed-Effects Logit Model.” Economics Letters 55: 41–43.CrossRefGoogle Scholar
Chamberlain, Gary. 1980. “Analysis of Covariance with Qualitative Data.” Review of Economic Studies 47: 225–238.Google Scholar
Greene, William. 2004. “The Behaviour of the Maximum Likelihood Estimator of Limited Dependent Variable Models in the Presence of Fixed Effects.” Econometrics Journal 7: 98–119.Google Scholar
Katz, Ethan. 2001. “Bias in Conditional and Unconditional Fixed Effects Logit Estimation.” Political Analysis 9: 379–384.Google Scholar
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