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st: AW: question for listserve


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: question for listserve
Date   Fri, 12 Jun 2009 15:55:23 +0200

<> 

" I have tried to do this with the suest command but I do not trust the 
results since the two regressions are not run on independent samples."




Which part of the help file for -suest- suggests that you should have independent samples? It says that "The models may be estimated on different samples"...



Would an interaction term between z and x3 not be a much simpler solution to your question?



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von scho0600@umn.edu
Gesendet: Freitag, 12. Juni 2009 14:44
An: statalist@hsphsun2.harvard.edu
Betreff: st: question for listserve

I am trying to determine the statistical significance of the change in a 
parameter estimate for a predictor variable in a logistic regression when 
another predictor is added In other words, I have two models;

model 1: logit y on z x1 x2

model 2: logit y on z x1 x2 x3. 

I want to check if the association between y and z is mediated in part by 
x3. I have already determined that z is associated with x3 and that y is 
associated with x3.

I have tried to do this with the suest command but I do not trust the 
results since the two regressions are not run on independent samples.

I would be grateful for any guidance from anyone on how to perform a valid 
statistical test the change in the parameter estimate for z when x3 is 
added to the regression.

John T. Schousboe
University of Minnesota
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