Re: st: compare effect size between dummys and metrics variables in logistic regression

[Morten Hesse <mh@crf.au.dk>]

OK Maarten. Good point, and thank you for that. "Statistical 
significance" in the absence of "substantial significance" is quite 
meaningless. I very much endorse that view. And to be honest, I have 
some difficulty coming up with an example where a nominal variable and a 
continuous variable can be meaningfully compared.


Den 27-09-2010 13:48, Maarten buis skrev:
> --- On Mon, 27/9/10, Morten Hesse wrote:
> > It may well be that Michael is right. But if I conduct a logstic
> > regression, and then write:
> >
> > test [continuous covariate]=[1.dichomotomous covariate]
> >
> > Then I get a chi-square statistic (with one df) and a
> > p-value. It looks just like any other result of "test":
> >
> > In my understanding, this asks the question "is the
> > difference between the value of the coefficient when
> > dic_covar=1 significantly different from the coefficient of
> > cont_covar.
> >
> > If this does not make sense, then why does STATA do it? Is
> > this not what Joerg would want to use?
> It is a substantive question. Stata knows nothing about
> substantives, that is what we researchers get paid for. Stata
> is only for the boring mechanical part of an analysis.
>
> Consider the following example:
>
> *----------- begin example ------------
> sysuse nlsw88, clear
> gen black = race == 2 if race<= 2
> logit union i.black grade
> test 1.black = grade
> *------------ end example -------------
>
> The coeficient for 1.black compares the odds of union membership
> of white respondents with the odds of union membership of black
> respondents.
>
> The coeficient of grade compares the odds of membership of a
> respondent with the odds of membership of another respondent with
> 1 more year of education.
>
> Can you compare the difference between black and white with the
> difference between x years of schooling and x + 1 years of schooling?
> Probably not, but how is Stata supposed to know? Like any other
> computer program, Stata just does what you tell it to do. It is up
> to you to make sure that what you tell it to do makes sense.
>
> A valid position  when it comes to comparing the effects of the
> kind of variables I used in the example above is that such variables
> are just different, and you just cannot compare them.
>
> Sometimes you have good reason to want to compare the effects of such
> variables (often that is not the case, and than you should just not
> do it), and that is where standardization comes in. Standardization
> is intended to make the unit of variables comparable. There are various
> ways of doing that
> <http://www.stata.com/statalist/archive/2010-09/msg01258.html>. Which
> one you think is least awkward is a substantive question that depends
> on the specific variables you are comparing.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
> *   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/