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RE: st: RE: GLLAMM: logitic regression interaction non signficant but lincom gives signficant result


From   Cameron McIntosh <[email protected]>
To   STATA LIST <[email protected]>
Subject   RE: st: RE: GLLAMM: logitic regression interaction non signficant but lincom gives signficant result
Date   Sat, 19 May 2012 09:45:30 -0400

And how are the issues discussed in the following papers being addressed in this case?
Fielding, A. (2004). Scaling for residual variance components of ordered category responses in generalised linear mixed multilevel models. Quality and Quantity, 38, 425-433.

Bauer, D.J. (2009). A note on comparing the estimates of models for cluster-correlated or longitudinal data with binary or ordinal outcomes. Psychometrika, 74(1), 97-105.

Allison, P.D. (1999). Comparing logit and probit coefficients across groups. Sociological Methods & Research, 28(2), 186-208.

Allison, P.D. (1987). Introducing a Disturbance into Logit and Probit Regression Models. Sociological Methods & Research, 15(4), 355-374.

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

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.

Williams, R. (September 2011). Comparing Logit and Probit Coefficients between Models and Across Groups. Notre Dame Sociology.http://nd.edu/~rwilliam/stats/Oglm.pdfhttp://www.nd.edu/~rwilliam/stats/Oglm-Handout.pdf
Cam
----------------------------------------
> Date: Sat, 19 May 2012 06:35:45 -0700
> Subject: Re: st: RE: GLLAMM: logitic regression interaction non signficant but lincom gives signficant result
> From: [email protected]
> To: [email protected]
>
> In your model, you are testing whether the two slopes are sign.
> different from each other. With the -lincom- test you are testing
> whether the second slope is sign. different from zero. Those are obv.
> different tests. Besides, make sure you got the denominator right. I
> am not sure how -gllamm- handles it but I know of other software that
> want _total minus success_ (i.e. failure) as the denominator, _not_
> total.
>
> J.
>
> On Sat, May 19, 2012 at 5:51 AM, Brendan Halpin <[email protected]> wrote:
> > On Sat, May 19 2012, Abdelouahid Tajar wrote:
> >
> >> But my model
> >> shows that the interaction is non signficant the slpoe of time for the
> >> reference (group 0) is non significant but the time slope for group 1 is
> >> significant hence the confusion.
> >
> > Google "the difference between significant and not significant is not
> > significant" for an interesting discussion on this topic.
> >
> > Brendan
> > --
> > Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
> > Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
> > mailto:[email protected]    ULSociology on Facebook: http://on.fb.me/fjIK9t
> > http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology
> > *
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