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RE: st: Interaction terms in a logit model


From   "Daniel Schneider" <daniel.schneider@stanford.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Interaction terms in a logit model
Date   Sat, 19 Mar 2005 09:58:43 -0800

NORTON, Edward C. / WANG, Hua / AI, Chunrong (2004): Computing
interaction effects and standard errors in logit and probit models. In:
The Stata Journal. 2 / 2004. p. 103 - 116 

AI, Chunrong / NORTON, Edward C. (2000): Interaction terms in logit and
probit models. In: Economics Letters 80  123-129

JACCARD, James (2001): Interaction Effects in Logistic Regression.
Thousand Oaks / London / New Delhi: Sage Publications. 

But I think the article you are quoting is about a much more specific
problem than the general one I am refering to here.

I'll have a look at the paper.

Daniel Schneider

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Richard Williams
> Sent: Saturday, March 19, 2005 9:51 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Interaction terms in a logit model
> 
> 
> 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."
> 
> 
> -------------------------------------------
> 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
> 
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