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Re: st: comparing logistic regression coefficients between models


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: comparing logistic regression coefficients between models
Date   Tue, 23 Jan 2007 23:36:58 -0500

At 10:31 PM 1/23/2007, Herb Smith wrote:

identification is typically achieved by setting the error variance at 1 in
both equations...)
A picky correction here: In a probit model, the error variance is typically fixed at 1. In a logit model, the error variance is typically fixed at 3.29 (or more precisely, pi^2 / 3). Using the listcoef command that is part of Long and Freese's spost9 package, you can do other normalizations, e.g. you can fix the variance of the underlying y* at 1.


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Richard Williams, Notre Dame Dept of Sociology
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