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Re: AW: st: AW: Fitted probabilities using prvalue for logit model


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: AW: st: AW: Fitted probabilities using prvalue for logit model
Date   Fri, 16 Jul 2010 14:02:56 +0000 (GMT)

--- On Fri, 16/7/10, Marc Michelsen wrote:
> Does your statement mean that -prvalue- is not an
> appropriate measure to determine the relative
> importance of my additional dummy variables relative
> to the benchmark model with its explanatory variables?

Finding out how much a variable adds to a non-linear
model is a surprisingly complicated issue. The 
probabilities will tend to be closer to 50% in the
model without the added variables nett of what you would 
get from the normal confounding or intervening 
mechanisms. See for example: M.L. Buis (2010) "Direct 
and indirect effects in a logit model", The Stata 
Journal, 10(1), pp. 11-29.

Hope this helps,
Maarten

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

http://www.maartenbuis.nl
--------------------------


      

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