[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Richard Williams <Richard.A.Williams.5@nd.edu> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression |

Date |
Fri, 22 Oct 2004 09:42:05 -0500 |

At 01:45 PM 10/22/2004 +0000, brian.h.nathanson@att.net wrote:

Dear Stata Users,If you estimate separate models, you are allowing ALL parameters to differ across groups, e.g. the effect of education could be different in each group. If you just add dummies, you are allowing the intercept to differ in each group, but the effects of the other variables stay the same.

I'm creating a logistic regression model with many dichotomous variables along with one term that has 8 categories coded 1,2,..8. I can create 7 dummy variables and have a very large model. Would it be legitimate if my sample sizes are large enough to create 8 separate models with each model representing one subgroup? Can anyone comment on the pros and cons of using dummy variables versus creating separate "subgroup" models based on the remaining independent variables? Thanks!

If you estimate separate models for each group, your models will certainly be much less parsimonious, i.e. you'll have a lot more parameters floating around. But the real question is, what is most appropriate given your theory and the empirical reality? If the effects of everything really is different across every group, then you should estimate separate models. But, if the effects do not differ across groups, then you are producing unnecessarily complicated models, and you are also reducing your statistical power, e.g. by not pooling groups when you should be pooling them you'll be more likely to conclude that effects do not differ from zero when they really do.

These sorts of issues are discussed in

http://www.nd.edu/~rwilliam/stats2/l51.pdf

http://www.nd.edu/~rwilliam/stats2/l92.pdf

-------------------------------------------

Richard Williams, Notre Dame Dept of Sociology

OFFICE: (574)631-6668, (574)631-6463

FAX: (574)288-4373

HOME: (574)289-5227

EMAIL: Richard.A.Williams.5@ND.Edu

WWW (personal): http://www.nd.edu/~rwilliam

WWW (department): http://www.nd.edu/~soc

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression***From:*SamL <saml@demog.berkeley.edu>

**References**:**st: Dummy Variables vs. Subgroup Models in Logistic Regression***From:*brian.h.nathanson@att.net

- Prev by Date:
**Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression** - Next by Date:
**Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression** - Previous by thread:
**st: Dummy Variables vs. Subgroup Models in Logistic Regression** - Next by thread:
**Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |