Re: st: Regression Across Two Groups

[Muhammad Anees <anees@aneconomist.com>]

Great suggestion, I am working on the papers and relevant Stata
procedures, Mplus is new to me, will give it a definit try. Thank you
very much Cameron.

On Tue, Dec 13, 2011 at 10:44 PM, Cameron McIntosh <cnm100@hotmail.com> wrote:
> 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
>> >>
>> >> *
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>> >
>> > *
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>>
>>
>>
>> --
>>
>> 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

*
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