NORTON, Edward C. / WANG, Hua / AI, Chunrong (2004): Computing
interaction effects and standard errors in logit and probit models. In:
The Stata Journal. 2 / 2004. p. 103 - 116
AI, Chunrong / NORTON, Edward C. (2000): Interaction terms in logit and
probit models. In: Economics Letters 80 123-129
JACCARD, James (2001): Interaction Effects in Logistic Regression.
Thousand Oaks / London / New Delhi: Sage Publications.
But I think the article you are quoting is about a much more specific
problem than the general one I am refering to here.
I'll have a look at the paper.
Daniel Schneider
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Richard Williams
> Sent: Saturday, March 19, 2005 9:51 AM
> To: [email protected]
> Subject: Re: st: Interaction terms in a logit model
>
>
> At 10:00 PM 3/18/2005 -0800, Daniel Schneider wrote:
> >Dear List,
> >
> >I have read the articles by Norton, Wang, Ai (2004) as well as their
> >more theoretical paper (Ai & Norton (2000)) and I am aware of other
> >literature describing the same problem. I think I understood the
> >theoretical problems and reasoning behind their approach, but
> >unfortunately I really have a hard time of really
> understanding what I
> >have to do when I use interaction terms in a logit regression.
>
> Daniel, could you provide more precise citations for the
> articles you are
> mentioning? I'd be curious to read more about what they say.
>
> Not having read these papers, I don't know specifically what
> your concern
> is, but Paul Allison's "Comparing Logit and Probit
> Coefficients Across
> Groups," SOCIOLOGICAL METHODS & RESEARCH, Vol. 28 No. 2,
> November 1999
> 186-208, may be worth a look. Here is the abstract:
>
> "In logit and probit regression analysis, a common practice
> is to estimate
> separate models for two or more groups and then compare
> coefficients across
> groups. An equivalent method is to test for interactions
> between particular
> predictors and dummy (indicator) variables representing the
> groups. Both
> methods may lead to invalid conclusions if residual variation differs
> across groups. New tests are proposed that adjust for unequal
> residual
> variation."
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX: (574)288-4373
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW (personal): http://www.nd.edu/~rwilliam
> WWW (department): http://www.nd.edu/~soc
>
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