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| 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 12:44:22 -0500 |
I will note that one of the easiest ways to do this is via the Mplus package (www.statmodel.com), which through a special THETA parameterization allows the difference in residual variance to be directly estimated for the multi-group case in both logit and probit models. Thus, cross-group differences in residual variation will not be absorbed by the model coefficients, and not confound the comparison. But certainly see the papers I recommended so that you gain a good grasp on the key issues. There are indeed good Stata-oriented solutions. Best, Cam > Date: Tue, 13 Dec 2011 22:31:19 +0500 > Subject: Re: st: Regression Across Two Groups > From: anees@aneconomist.com > To: statalist@hsphsun2.harvard.edu > > Thank you very much Cam, > > Let me work this out, will discuss any queries if I needed. > > Anees > > On Tue, Dec 13, 2011 at 10:25 PM, Cameron McIntosh <cnm100@hotmail.com> wrote: > > 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/ > > > > * > > * 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/ * * 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/