RE: st: Regression Across Two Groups

[Cameron McIntosh <cnm100@hotmail.com>]

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
> >> >> *
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> >> >
> >> > *
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> >>
> >>
> >>
> >> --
> >>
> >> 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/
> >
> > *
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> > *   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
> 
> *
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> *   http://www.ats.ucla.edu/stat/stata/
 		 	   		  
*
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