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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Binomial regression |

Date |
Thu, 2 Aug 2007 22:14:37 +0100 (BST) |

--- Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu> wrote: > (ii) Causal effects interpretation (the RD can have it, but not the > OR). That surprises me. The thing about causal analysis is that it always means an extrapolation outside your data. For instance the causal effect of gender consist of comparing the my probability of passing a level of education with my probability of passing that level of education if I were a female, the latter option is not observed and a causal analysis consists of creating an extrapolation based on the model of what whould have happend to my female alter ego. Such extrapolations are very sensitive to any model misspecification, and the identity link function seems to me very very dangerous, because it fits the best fitting linear function inside the data, while at some point the "real" function will have to taper off (otherwise it will move outside the allowable range). So it may fit well to the data, but is not suitable for extrapolation outside the data, which is a necesity for causal analysis. > (iv) Because the reviewer/editor/boss fancies it. That is very discipline specific. In my discipline the identity link function would not be accepted, or at least you would have a lot of explaining to do (and would than still be rejected). > By the way, there is no inherently "more appropriate" link function > for a particular type of outcome. It's just that some are technically > easier than others. True, there are a large number of link function from which a priori one cannot say that one is inherently more appropriate than the other, but some link functions inherently fall ouside that class of potentially appropriate link functions, and the linear link has a very basic flaw with respect to a binary dependent variable: it will produce predictions outside the allowable range. -- Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Yahoo! Answers - Got a question? Someone out there knows the answer. Try it now. http://uk.answers.yahoo.com/ * * 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/

**References**:**Re: st: Binomial regression***From:*Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>

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