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Re: st: Testing equality of coefficients in different logistic models


From   Richard Williams <Richard.A.Williams.5@ND.Edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing equality of coefficients in different logistic models
Date   Wed, 13 Sep 2006 13:16:25 -0400

At 11:38 AM 9/13/2006, Sara Mottram wrote:
I would also value opinions on whether there is any value in performing two binary regressions, given that -gologit2- has an automatic fitting procedure in -autofit-. (I am basing my analysis plan on a fairly out of date paper, which suggests that binary regressions are the only way to choose where non-proportionality is needed as there were no programs able to do this at the time).
I would suggest downloading and installing Long and Freese's -spost9-, which includes the -brant- command. This will basically automate what you propose doing.

My experience is that these different procedures tend to lead you to the same conclusions, but not always.

Whether or not you use autofit may depend on whether or not you have any theory as to where the non-proportionalities are. Sometimes people do, but often they don't. I always say that autofit is perhaps the lesser of 3 evils. You don't like to use ologit if its assumptions are violated; but if you switch to mlogit you may be estimating far more parameters than is necessary. autofit lets you hit a middle-ground, but you should keep in mind that it relies on mindless empiricism to get you there!

For more on gologit2, including documentation on its use and some relatively recent stuff on the rationale behind it, see

http://www.nd.edu/~rwilliam/gologit2/index.html



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Richard Williams, Notre Dame Dept of Sociology
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