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Total, Direct, and Indirect Effects in Logit and Probit Models

Author

Listed:
  • Richard Breen

    (Center for Research on Inequality and the Life Course, Department of Sociology, Yale University, New Haven, CT, USA)

  • Kristian Bernt Karlson

    (SFI—The Danish National Centre for Social Research, Copenhagen, Denmark
    Department of Education, Aarhus University, Aarhus, Denmark)

  • Anders Holm

    (SFI—The Danish National Centre for Social Research, Copenhagen, Denmark
    Department of Sociology, University of Copenhagen, Copenhagen, Denmark)

Abstract

This article presents a method for estimating and interpreting total, direct, and indirect effects in logit or probit models. The method extends the decomposition properties of linear models to these models; it closes the much-discussed gap between results based on the “difference in coefficients†method and the “product of coefficients†method in mediation analysis involving nonlinear probability models models; it reports effects measured on both the logit or probit scale and the probability scale; and it identifies causal mediation effects under the sequential ignorability assumption. We also show that while our method is computationally simpler than other methods, it always performs as well as, or better than, these methods. Further derivations suggest a hitherto unrecognized issue in identifying heterogeneous mediation effects in nonlinear probability models. We conclude the article with an application of our method to data from the National Educational Longitudinal Study of 1988.

Suggested Citation

  • Richard Breen & Kristian Bernt Karlson & Anders Holm, 2013. "Total, Direct, and Indirect Effects in Logit and Probit Models," Sociological Methods & Research, , vol. 42(2), pages 164-191, May.
  • Handle: RePEc:sae:somere:v:42:y:2013:i:2:p:164-191
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