Re: st: Interaction terms in a logit model

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 10:00 PM 3/18/2005 -0800, Daniel Schneider wrote:
> Dear List,
>
> I have read the articles by Norton, Wang, Ai (2004) as well as their
> more theoretical paper (Ai & Norton (2000)) and I am aware of other
> literature describing the same problem. I think I understood the
> theoretical problems and reasoning behind their approach, but
> unfortunately I really have a hard time of really understanding what I
> have to do when I use interaction terms in a logit regression.
Daniel, could you provide more precise citations for the articles you are 
mentioning?  I'd be curious to read more about what they say.

Not having read these papers, I don't know specifically what your concern 
is, but Paul Allison's "Comparing Logit and Probit Coefficients Across 
Groups," SOCIOLOGICAL METHODS & RESEARCH, Vol. 28 No. 2, November 1999 
186-208, may be worth a look.  Here is the abstract:

"In logit and probit regression analysis, a common practice is to estimate 
separate models for two or more groups and then compare coefficients across 
groups. An equivalent method is to test for interactions between particular 
predictors and dummy (indicator) variables representing the groups. Both 
methods may lead to invalid conclusions if residual variation differs 
across groups. New tests are proposed that adjust for unequal residual 
variation."


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Richard Williams, Notre Dame Dept of Sociology
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