Re: st: comparing logistic regression coefficients between models

[Richard Williams <Richard.A.Williams.5@ND.edu>]

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.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW (personal):    http://www.nd.edu/~rwilliam
WWW (department):    http://www.nd.edu/~soc 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/