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RE: st: Regression Across Two Groups


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Regression Across Two Groups
Date   Tue, 13 Dec 2011 12:25:28 -0500

Hi Muhammad,

OK, then there are a number of issues that you need to consider, as it's not nearly as straightforward as the linear case:

Karlson, A.K.B., Holm, A., & Breen, R. (August 12, 2010). Comparing Regression Coefficients Between Models using Logit and Probit: A New Method. CSER Working Paper Series, WP No. 0003. Centre for Strategic Educational Research: Aarhus, Denmark: DPU, Aarhus University.http://www.cser.dk/fileadmin/www.cser.dk/wp_003kbkkkjrb.pdf

Allison, P.D. (1999). Comparing logit and probit coefficients across groups. Sociological Methods & Research, 28(2), 186-208.

Mood, C. (2010). Logistic regression: Why we cannot do what we think we can do, and what we can do about it. European Sociological Review, 26(1), 67-82.

Williams, R. (2009). Using heterogeneous choice models to compare logit and probit coefficients across groups. Sociological Methods & Research, 37(4), 531-559.

Hope this helps,

Cam

> Date: Tue, 13 Dec 2011 22:17:07 +0500
> Subject: Re: st: Regression Across Two Groups
> From: anees@aneconomist.com
> To: statalist@hsphsun2.harvard.edu
> 
> Thanks cam for your prompt reply, I would be interested to see in case
> of logit.
> 
> On Tue, Dec 13, 2011 at 10:14 PM, Cameron McIntosh <cnm100@hotmail.com> wrote:
> > Will this be a linear or logit (or probit) regression?
> >
> > Cam
> >
> >> Date: Tue, 13 Dec 2011 22:11:14 +0500
> >> Subject: st: Regression Across Two Groups
> >> From: anees@aneconomist.com
> >> To: statalist@hsphsun2.harvard.edu
> >>
> >> Hello,
> >>
> >> I know this question is not related directly to Stata, but still
> >> knowing the fact that an expert advice is possible from my peers in
> >> statalist. My question is about comparing regression results across
> >> two groups of individuals where one groups comprises of individuals
> >> with specific characteristics while the other group does have that
> >> characteristics. I would be interested in knowing if the relationship
> >> between any two variables is different across the two groups. For
> >> example, if I want to test, that the relationship between experience
> >> and earnings across employees with forign qualifications and without
> >> forign qualifications is different. I would be thankful to know if
> >> there is any empirical examples describing such comparisons and how it
> >> can be accomplished
> >>
> >> --
> >>
> >> Regards
> >> ---------------------------
> >> Muhammad Anees
> >> Assistant Professor
> >> COMSATS Institute of Information Technology
> >> Attock 43600, Pakistan
> >> www.aneconomist.com
> >> *
> >> *   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/
> 
> 
> 
> -- 
> 
> Regards
> ---------------------------
> Muhammad Anees
> Assistant Professor
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> www.aneconomist.com
> 
> *
> *   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/
 		 	   		  
*
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*   http://www.ats.ucla.edu/stat/stata/


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