Comparing logit and probit coefficients across groups  

Oleh:

Allison, Paul D.

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Sociological Methods & Research (SMR) vol. 28 no. 02 (Nov. 1999), page 186-208.
Topik: particular predictors; Logit and probit regression
Fulltext: ALLISON-186-208.pdf (1.85MB)

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Perpustakaan PKPM Nomor Panggil: S28 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

In logit and probit regression analysis, a common practice is to estimate separate models for two or more groups and then compare coefficients across groups. An equivalent method is to test for interactions between particular predictors and dummy (indicator) variables representing the groups. Both methods may lead to invalid conclusions if residual variation differs across groups. New tests are proposed that adjust for unequal residual variation.

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