Comparing Regression Coefficients Between Models Using Logit and Probit

Comparing Regression Coefficients Between Models Using Logit and Probit PDF Author: Kristian Bernt Karlson
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Book Description
Logit and probit models are widely used in empirical sociological research. However, the widespread practice of comparing the coefficients of a given variable across differently specified models does not warrant the same interpretation in logits and probits as in linear regression. Unlike in linear models, the change in the coefficient of the variable of interest cannot be straightforwardly attributed to the inclusion of confounding variables. The reason for this is that the variance of the underlying latent variable is not identified and will differ between models. We refer to this as the problem of rescaling. We propose a solution that allows researchers to assess the influence of confounding relative to the influence of rescaling, and we develop a test statistic that allows researchers to assess the statistical significance of both confounding and rescaling. We also show why y-standardized coefficients and average partial effects are not suitable for comparing coefficients across models. We present examples of the application of our method using simulated data and data from the National Educational Longitudinal Survey.

Interpreting and Comparing Effects in Logistic, Probit, and Logit Regression

Interpreting and Comparing Effects in Logistic, Probit, and Logit Regression PDF Author: Jacques A. P. Hagenaars
Publisher: SAGE Publications
ISBN: 1544363990
Category : Social Science
Languages : en
Pages : 174

Book Description
Log-linear, logit and logistic regression models are the most common ways of analyzing data when (at least) the dependent variable is categorical. This volume shows how to compare coefficient estimates from regression models for categorical dependent variables in three typical research situations: (i) within one equation, (ii) between identical equations estimated in different subgroups, and (iii) between nested equations. Each of these three kinds of comparisons brings along its own particular form of comparison problems. Further, in all three areas, the precise nature of comparison problems in logistic regression depends on how the logistic regression model is looked at and how the effects of the independent variables are computed. This volume presents a practical, unified treatment of these problems, and considers the advantages and disadvantages of each approach, and when to use them, so that applied researchers can make the best choice related to their research problem. The techniques are illustrated with data from simulation experiments and from publicly available surveys. The datasets, along with Stata syntax, are available on a companion website at: https://study.sagepub.com/researchmethods/qass/hagenaars-interpreting-effects.

Logit Models from Economics and Other Fields

Logit Models from Economics and Other Fields PDF Author: J. S. Cramer
Publisher: Cambridge University Press
ISBN: 9781139438193
Category : Business & Economics
Languages : en
Pages : 188

Book Description
Logistic models are widely used in economics and other disciplines and are easily available as part of many statistical software packages. This text for graduates, practitioners and researchers in economics, medicine and statistics, which was originally published in 2003, explains the theory underlying logit analysis and gives a thorough explanation of the technique of estimation. The author has provided many empirical applications as illustrations and worked examples. A large data set - drawn from Dutch car ownership statistics - is provided online for readers to practise the techniques they have learned. Several varieties of logit model have been developed independently in various branches of biology, medicine and other disciplines. This book takes its inspiration from logit analysis as it is practised in economics, but it also pays due attention to developments in these other fields.

Logit and Probit

Logit and Probit PDF Author: Vani K. Borooah
Publisher: SAGE
ISBN: 9780761922421
Category : Mathematics
Languages : en
Pages : 108

Book Description
Many problems in the social sciences are amenable to analysis using the analytical tools of logit and probit models. This book explains what ordered and multinomial models are and also shows how to apply them to analysing issues in the social sciences.

Linear Probability, Logit, and Probit Models

Linear Probability, Logit, and Probit Models PDF Author: John H. Aldrich
Publisher: SAGE
ISBN: 9780803921337
Category : Mathematics
Languages : en
Pages : 100

Book Description
After showing why ordinary regression analysis is not appropriate for investigating dichotomous or otherwise 'limited' dependent variables, this volume examines three techniques which are well suited for such data. It reviews the linear probability model and discusses alternative specifications of non-linear models.

Comparing Regression Coefficients Between Models

Comparing Regression Coefficients Between Models PDF Author:
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 32

Book Description


Regression Models for Categorical and Limited Dependent Variables

Regression Models for Categorical and Limited Dependent Variables PDF Author: J. Scott Long
Publisher: SAGE
ISBN: 9780803973749
Category : Mathematics
Languages : en
Pages : 334

Book Description
Evaluates the most useful models for categorical and limited dependent variables (CLDVs), emphasizing the links among models and applying common methods of derivation, interpretation, and testing. The author also explains how models relate to linear regression models whenever possible. Annotation c.

Statistical Methods for Categorical Data Analysis

Statistical Methods for Categorical Data Analysis PDF Author: Daniel Powers
Publisher: Emerald Group Publishing
ISBN: 1781906599
Category : Psychology
Languages : en
Pages : 330

Book Description
This book provides a comprehensive introduction to methods and models for categorical data analysis and their applications in social science research. Companion website also available, at https://webspace.utexas.edu/dpowers/www/

Applied Logistic Regression Analysis

Applied Logistic Regression Analysis PDF Author: Scott Menard
Publisher: SAGE
ISBN: 9780761922087
Category : Mathematics
Languages : en
Pages : 130

Book Description
The focus in this Second Edition is again on logistic regression models for individual level data, but aggregate or grouped data are also considered. The book includes detailed discussions of goodness of fit, indices of predictive efficiency, and standardized logistic regression coefficients, and examples using SAS and SPSS are included. More detailed consideration of grouped as opposed to case-wise data throughout the book Updated discussion of the properties and appropriate use of goodness of fit measures, R-square analogues, and indices of predictive efficiency Discussion of the misuse of odds ratios to represent risk ratios, and of over-dispersion and under-dispersion for grouped data Updated coverage of unordered and ordered polytomous logistic regression models.

Modeling Ordered Choices

Modeling Ordered Choices PDF Author: William H. Greene
Publisher: Cambridge University Press
ISBN: 1139485954
Category : Business & Economics
Languages : en
Pages : 383

Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.