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From |
Ronald McDowell <McDowell-R3@email.ulster.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
ST: st: Logistic regression & standardized coefficients; Multinomial GOF test |

Date |
Thu, 8 Dec 2011 16:10:08 +0000 |

I see from the literature (eg Long and Freese' STATA regression book and as used by fitstat), one approach to logistic regression models is the latent variable model, where y*, the extent/propensity to which one favours one option as opposed to the other, can be written as a linear combination of predictors plus an error term, the latter which has a standard logistic distribution with variance pi-squared/3. By definition this is the result for a multinomial (logit) model with 2 classes. Is anyone aware of any references which allow this to be generalised to 3 or more classes, for example, so that y* can be calculated at each of the different levels (relative to the baseline), as a linear combination plus an error term whose distribution is known and hence can be computed? Many thanks (again) Ron ------------------------------ Date: Wed, 7 Dec 2011 14:31:45 +0000 From: Ronald McDowell <McDowell-R3@email.ulster.ac.uk> Subject: st: Re: St: Logistic regression & standardized coefficients; Multinomial GOF test Richard Thanks for the excellent references (below). A follow-up question is whether there is such a thing as standardized coefficients in multinomial logistic regression models, and if so if there are any parallel references. Many thanks Ron McDowell - ----------------------------------------- Ron McDowell Institute of Nursing Research University of Ulster, Coleraine McDowell-R3@email.ulster.ac.uk Date: Tue, 06 Dec 2011 12:14:22 -0500 From: Richard Williams <richardwilliams.ndu@gmail.com> Subject: Re: st: St: Logistic regression & standardized coefficients; Multinomial GOF test At 11:55 AM 12/6/2011, Ronald McDowell wrote: >Hi all > >1. I've been looking at some materials online about standardized >coefficients in logistic regression eg. > > >http://www.nd.edu/~rwilliam/stats3/L06.pdf > >Full standardization includes dividing the estimated coefficients by >the standard deviation of Y*. Can someone clarify for me what >exactly Y* is ? I'm aware it is a function of the fitted values. I >have used listcoef and fitstat to obtain sd(Y*) so far, but > would like to be able to manually compute it. See Long & Freese's book for a detailed explanation: http://www.stata.com/bookstore/regmodcdvs.html For a mini-explanation, including how to compute manually, see http://www.nd.edu/~rwilliam/xsoc73994/L03.pdf For more advanced discussions, see the first 19 slides of http://www.nd.edu/~rwilliam/stats/Oglm.pdf Also take a look at the -khb- command on SSC and the papers associated with it. The relevant papers may still be forthcoming so you may need to write the authors if you want them. Finally, I don't have the full citation handy, but Scott Menard offered an alternative approach to Y-standardization in a 2010 issue of Social Forces. - - ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/ * * 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: st: Logistic regression & standardized coefficients; Multinomial GOF test***From:*Cameron McIntosh <cnm100@hotmail.com>

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