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| From | Muhammad Anees <anees@aneconomist.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Regression Across Two Groups |
| Date | Tue, 13 Dec 2011 22:51:18 +0500 |
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 >> >> >> * >> >> >> * 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/ >> >> >> >> >> >> >> >> -- >> >> >> >> 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/ >> > >> > * >> > * 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/ >> >> >> >> -- >> >> 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/ > > * > * 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/ -- 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/