Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index