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Re: st: hierarchical logistic regression command

From   Maarten Buis <>
Subject   Re: st: hierarchical logistic regression command
Date   Thu, 16 Feb 2012 12:18:22 +0100

2012/2/16 Maria Niarchou :
>> I would like to perform a hierarchical logistic regression analysis in which
>> independent variables are entered in blocks. 'Hireg' doesn't seem to work with categorical outcomes.
>> Could you please let me know if there is an alternative command to do this?

-hireg- is a user written program, so per the Statalist FAQ you must
tell us where you got it from. The purpose of that rule is not to make
your life hard, but to make sure that all of us are talking about the
same program. There are often different versions of user written
programs floating around in cyber space, if you do not tell us which
version you are referring to than it can easily happen that we are
talking about different versions and you will get advise that does not
help you.

Anyhow, it is good news that -hireg- (I assume you got it from SSC)
does not work with logistic regression, because that is not a good
idea with non-linear models like -logit-. A lot of the nice properties
of these comparisons of models with different sets of independent
variables critically depend on the linearity (in parameters) assumed
in -regress-, and these nice properties do not generalize to
non-linear models. For explanations see:

M.L. Buis (2010) "Direct and indirect effects in a logit model", The
Stata Journal, 10(1), pp. 11-29.

Williams, R. (2009) "Using heterogenous choice models to compare logit
and probit coefficients across groups", Sociological Methods &
Research 37: 531–559.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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