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Comparing coefficients of nested nonlinear probability models

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Author Info

  • Ulrich Kohler

    ()
    (Wissenschaftszentrum Berlin)

  • Kristian Bernt Karlson

    ()
    (Aarhus University)

  • Anders Holm

    ()
    (Aarhus University)

Abstract

In a series of recent articles, Karlson, Holm, and Breen (Breen, Karlson, and Holm, 2011, http://papers.ssrn.com/sol3/papers.cfm?abstractid=1730065; Karlson and Holm, 2011, Research in Stratification and Social Mobility 29: 221– 237; Karlson, Holm, and Breen, 2010, http://www.yale.edu/ciqle/Breen Scaling effects.pdf) have developed a method for comparing the estimated coefficients of two nested nonlinear probability models. In this article, we describe this method and the user-written program khb, which implements the method. The KHB method is a general decomposition method that is unaffected by the rescaling or attenuation bias that arises in cross-model comparisons in nonlinear models. It recovers the degree to which a control variable, Z, mediates or explains the relationship between X and a latent outcome variable, Y ∗, underlying the nonlin- ear probability model. It also decomposes effects of both discrete and continuous variables, applies to average partial effects, and provides analytically derived statistical tests. The method can be extended to other models in the generalized linear model family.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 11 (2011)
Issue (Month): 3 (September)
Pages: 420-438

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Handle: RePEc:tsj:stataj:v:11:y:2011:i:3:p:420-438

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Related research

Keywords: khb; decomposition; path analysis; total effects; indirect effects; direct effects; logit; probit; primary effects; secondary effects; generalized linear model; KHB method;

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Cited by:
  1. Nordén, Anna, 2014. "Payment Types and Participation in Payment for Ecosystem Services Programs: Stated Preferences of Landowners," Discussion Papers dp-14-11-efd, Resources For the Future.
  2. Nordén, Anna, 2014. "Payment Types and Participation in Payment for Ecosystem Services Programs: Stated Preferences of Landowners," Working Papers in Economics 591, University of Gothenburg, Department of Economics.
  3. Triventi, Moris, 2011. "The role of higher education stratification in the reproduction of social inequality in the labour market. A comparative study of recent European graduates," MPRA Paper 35996, University Library of Munich, Germany.

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