Dear Statalisters,

I am currently running analysis on a 2-period panel data set from China. I use a Fixed Effects model for some regressands, an ordered logit model for others.

I do have non-responses for some of my regressors, this causes my observations to drop. What I do for the FE model is the following:

I create a dummy which I set to 1 if the value in my regressor is missing. I then change the missing values in my regressor to 0 and include both in the regression. For my FE, this yields very similar results to when I accept the deletion of variables, however I am now able to use all observations.

This is a code example for my education variable

Code:
First I would do:
xtreg y edu    --> uses 49.000 observations

then i do:
gen eduX=0
replace eduX=1 if edu==.
replace edu=0 if edu==.

and now i run:
xtreg y edu eduX
--> now uses full 72.000 observations, results are very similar
However, when I do EXACTLY the same with an Ordered Logit Model for a different set of variables, I get very different results than to when I use it without eduX

Code:
xtologit y edu --> uses 49.000 observations
xtologit y edu eduX --> uses 72.000 observations but results VERY different.
Now my question: Can you use this strategy with an ordered Logit Model? Or is there something fundamentally different with ordered logits so this does not work? And if it does work, how do I interpret that the results change a lot?

Many thanks in advance!!