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REG2LOGIT: Stata module to approximate logistic regression parameters using OLS linear regression

Author

Listed:
  • Paul T. von Hippel

    (University of Texas at Austin)

  • Richard Williams

    (University of Notre Dame)

  • Paul Allison

    (University of Pennsylvania)

Programming Language

Stata

Abstract

reg2logit estimates the parameters of a logistic regression of yvar on xvars by transforming OLS estimates of the linear regression of yvar on xvars. Factor xvars are allowed. The transformation formula, first derived by Haggstrom (J.Bus.Econ.Stat., 1983), is discussed by Allison (2020). The transformed OLS estimates are fully efficient estimates of the logistic regression under the assumption that the xvars are multivariate normal conditionally on the value of the yvar. If the xvars are in fact conditionally multivariate normal, then the estimates produced by reg2logit are more efficient than the "distribution-free" estimates produced by the logit command, which assume nothing about the distribution of the xvars.

Suggested Citation

  • Paul T. von Hippel & Richard Williams & Paul Allison, 2020. "REG2LOGIT: Stata module to approximate logistic regression parameters using OLS linear regression," Statistical Software Components S458865, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458865
    Note: This module should be installed from within Stata by typing "ssc install reg2logit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/reg2logit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reg2logit.sthlp
    File Function: help file
    Download Restriction: no
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