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

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

Subject |
Re: st: Differences in regression slopes |

Date |
Wed, 20 Feb 2008 17:46:07 -0500 |

At 01:11 PM 2/20/2008, Maarten buis wrote:

Maarten makes some very good points here. In my paper on hetero choice models that has been previously cited, I also run simulations that show how a mis-specified model can produce very misleading results. Also, even when the model is correctly specified, analysis with a dichotomous DV can be problematic. The paper argues that a well-specified model with an ordinal DV can work pretty well, but still notes various cautions to be aware of.The heterogeneous choice model seems to me a very fragile model: you estimate a model for both the effect of the observed variables and the errors, and you use your model for the errors to correct the effects of the observed variables. Any fault in your model will mean the errors are off, leading to faults in your model for those errors, which in turn will feed back into the estimates of all other parameters. The simulation below shows this: if the model is correct you will reproduce the correct estimates. However, if you misspecify one of the effects, all estimates are off, and are actually worse than a normal logit.

Also, Maarten kindly got his comments to me before I made the presentation he refers to, which gave me the idea of adding that hetero choice models might just be run as a diagnostic technique. If the model indicates that hetero is a problem, rather than use a hetero choice model (with the potential problems that Maarten notes) you may instead try to find other ways to deal with the hetero, e.g. take logs.

My own self-assessment of the work is (a) Allison had a very good description of the problem (b) my paper has a very good discussion of why Allison's proposed solution is flawed, sometimes seriously so (c) my proposed solution is better than Allison's in several ways, but when and whether it is the best way to go is still open to debate.

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Richard Williams, Notre Dame Dept of Sociology

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**Follow-Ups**:**RE: st: Differences in regression slopes***From:*"Mustillo, Sarah A" <smustill@purdue.edu>

**References**:**Re: st: Differences in regression slopes***From:*"E. Paul Wileyto" <epw@mail.med.upenn.edu>

**Re: st: Differences in regression slopes***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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