E. Paul Wileyto <[email protected]>:
Yours is the appropriate response to a question about comparing slopes
in a linear regression. In a logit model, the issue is not so cut and
dried. Allison (1999), drawing on Amemiya and others, famously
criticized the use of interaction terms to compare slopes across
groups; similar criticisms apply to most other methods. Williams
(2006 and much subsequent work) usefully summarizes and critiques
possible solutions. A quote from "Comparing Logit & Probit
Coefficients Across Groups"
(http://www.nd.edu/~rwilliam/xsoc73994/Oglm1.pdf) is particularly
helpful: "[Allison's proposed solution] is part of a larger class of
models that is variously known as location-scale models (McCullaph &
Nelder 1989) and heterogeneous choice models (Alvarez & Brehm, 1995;
Keele & Park, 2006)." Some of this work is peer-reviewed and some
not, but in every case, caveat lector.
Allison, Paul. 1999. "Comparing Logit and Probit Coefficients Across
Groups." Sociological Methods and Research 28(2): 186-208.
Alvarez, R. Michael and John Brehm. 1005. "American Ambivalence
Towards Abortion Policy: Development of a Heteroskedastic Probit Model
of Competing Values." American Journal of Political Science, 39(4):
1055-1082.
http://links.jstor.org/sici?sici=0092-5853%28199511%2939%3A4%3C1055%3AAATAPD%3E2.0.CO%3B2-C
Keele, Luke and David K. Park. 2006. "Difficult Choices: An Evaluation
of Heterogenous Choice Models"
http://www.nd.edu/~rwilliam/oglm/ljk-021706.pdf
McCullaph & Nelder. Generalized Linear Models, 2nd edition, 1989
Williams, Richard. 2006. "Generalized Ordered Logit/ Partial
Proportional Odds Models for Ordinal Dependent Variables." The Stata
Journal 6(1):58-82. A pre-publication version is available at
http://www.nd.edu/~rwilliam/gologit2/gologit2.pdf
On Feb 20, 2008 12:14 PM, E. Paul Wileyto <[email protected]> wrote:
> Responses so far have sent you this way and that. Just look up -test-
> in STATA help.
>
> To get to the point of using -test- for your purpose, you would need to
> specify a model that has group-specific slopes, or combine two
> regressions, one for each group, using -suest-.
>
> Paul
>
> Barth Riley wrote:
> > Hello
> >
> > Is there a procedure in stata to determine if a regression slope
> > (coefficient) for a predictor variable is significantly different between
> > groups? I would like to apply this procedure for coefficients in logistic
> > regression nalysis.
> >
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