Re: st: hierarchical logistic regression command

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 05:56 AM 2/16/2012, Maria Niarchou wrote:
> Hi,
> >
> > I would like to perform a hierarchical logistic regression 
> analysis in which
> > independent variables are entered in blocks. 'Hireg' doesn't seem 
> to work with categorical outcomes.
> > Could you please let me know if there is an alternative command to do this?
> >
> > Thanks,
> > Maria

There are potential problems with comparing logit coefficients 
between nested models. Besides the pieces already cited, see

http://www.nd.edu/~rwilliam/stats/Oglm.pdf

http://www.nd.edu/~rwilliam/stats/Oglm-Handout.pdf

However, I wouldn't say that you should never use commands like 
-nestreg-. It is very common to do chi-square contrasts between 
nested models, e.g. having first entered demographic variables, maybe 
you want to then test whether social psychological measures add 
anything to the fit of the model. It is not unusual to present a 
series of chi-square contrasts and then present only the coefficients 
for your preferred model; see, for example, the Hauser and Andrew 
piece referenced in my handout.

In addition, comparison problems may not be that important in 
practice; there is a good chance you will actually be understating 
the importance of any changes you detect; and there are ways to deal 
with the problems. Y-standardization has been the most widely used 
practice in the past, but I think the new KHB method mentioned in the 
handout has a lot of potential.

Finally, if you do present the coefficients for several nested 
models, you'll have a lot of company. It took my grad student about a 
week to find dozens of examples where this is done. He has since been 
getting ahold of a lot of the data sets so we can see how much harm 
has been done in practice. It is easy to show the problems in theory, 
but showing that any horrendous mistakes have been made in practice 
is another matter.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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