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From |
"Jon Heron" <Jon.Heron@bristol.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: MLOGIT versus a set of LOGIT models [re-posting] |

Date |
Wed, 19 Aug 2009 08:33:29 +0100 (BST) |

Thanks Kieran, I was beginning to think that the difference lay between continuous and categorical predictors - i had shown that a model with a 4-level categorical predictor could be factored into logits, whilst treating the same variable as continuous meant that this was not possible. I now see that including *two* categorical predictors also results in the logits giving a different answer. Hence it does appear to be model complexity rather than variable type. I have a Kleinbaum paper in front of me (IJE 26(6), pp1323-1333) but I will attempt to track down the book you mention. In the meantime I think I have learned enough to drop this from from my lecture as it is nothing more than a distraction. all the best, Jon On Tue, August 18, 2009 7:47 pm, Kieran McCaul wrote: > Hi Jon, > > I think your belief may be wrong. > I think that when you only have one binary predictor then the results > from a multinomial logistic regression will agree with the results of a > series of logistic regressions, but in more complex models this is not > so. > > From memory (I haven't got the book with me) Kleinbaum & Klein discuss > this. > > Kleinbaum DG and Klein M (2005). Logistic Regression: A Self-Learning > Text. 2nd Ed. Springer. > > ______________________________________________ > Kieran McCaul MPH PhD > WA Centre for Health & Ageing (M573) > University of Western Australia > Level 6, Ainslie House > 48 Murray St > Perth 6000 > Phone: (08) 9224-2701 > Fax: (08) 9224 8009 > email: Kieran.McCaul@uwa.edu.au > http://myprofile.cos.com/mccaul > http://www.researcherid.com/rid/B-8751-2008 > ______________________________________________ > If you live to be one hundred, you've got it made. > Very few people die past that age - George Burns > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jon Heron > Sent: Wednesday, 19 August 2009 1:31 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: MLOGIT versus a set of LOGIT models [re-posting] > > Re-posted following a reading of the relevant FAQ > > > > Dear Statalisters, > > > (I am using Stata/MP v10.1, born 02 Feb 2009) > > It was my belief that the regression estimates from a multinomial > logistic > regression model -mlogit- could be replicated through a set of simple > logit > models with the appropriately derived binary outcomes. > > Whilst attempting to demonstrate this fact for some teaching material > on > polytomous IRT that i am writing, I moved from my usual categorical > predictors to a continuous covariate + discovered that the above > equivalence > no longer held. > > for instance, with a 4-level outcome (ghq1) and either a binary > predictor > (ghq3_bin) or a 4-level predictor treated as a continuous variable > (ghq3), > I fitted models with the two commands > > ****************************** > mlogit ghq1 ghq3_bin, baseoutcome(0) > mlogit ghq1 ghq3, baseoutcome(0) > ****************************** > > the former can be replicated using logits, whilst the latter cannot. > I am struggling to understand why this should be. > > > I would very much appreciate any advice you can give, > > > > > Jon > -- > Dr Jon Heron > ALSPAC Stats Team Leader > Department of Social Medicine > University of Bristol > Oakfield House > Oakfield Grove > Bristol > BS8 2BN > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Dr Jon Heron ALSPAC Stats Team Leader Department of Social Medicine University of Bristol Oakfield House Oakfield Grove Bristol BS8 2BN * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: MLOGIT versus a set of LOGIT models [re-posting]***From:*"Michael I. Lichter" <mlichter@buffalo.edu>

**References**:**st: MLOGIT versus a set of LOGIT models [re-posting]***From:*"Jon Heron" <Jon.Heron@bristol.ac.uk>

**st: RE: MLOGIT versus a set of LOGIT models [re-posting]***From:*"Kieran McCaul" <Kieran.McCaul@uwa.edu.au>

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