Comparing coefficients of nested nonlinear probability models
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.
Volume (Year): 11 (2011)
Issue (Month): 3 (September)
|Note:||to access software from within Stata, net describe http://www.stata-journal.com/software/sj11-3/st0236/|
|Contact details of provider:|| Web page: http://www.stata-journal.com/|
|Order Information:||Web: http://www.stata-journal.com/subscription.html|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ben Jann, 2007.
"Making regression tables simplified,"
StataCorp LP, vol. 7(2), pages 227-244, June.
- Ben Jann, 2007. "Making regression tables simplified," German Stata Users' Group Meetings 2007 01, Stata Users Group.
- Maarten L. Buis, 2010. "Direct and indirect effects in a logit model," Stata Journal, StataCorp LP, vol. 10(1), pages 11-29, March.
- Maarten L. Buis, 2008. "Direct and indirect effects in a logit model," German Stata Users' Group Meetings 2008 02, Stata Users Group.
- Bruno S. Frey & Alois Stutzer, 2002. "What Can Economists Learn from Happiness Research?," Journal of Economic Literature, American Economic Association, vol. 40(2), pages 402-435, June.
- Bruno S. Frey & Alois Stutzer, "undated". "What can Economists Learn from Happiness Research?," IEW - Working Papers 080, Institute for Empirical Research in Economics - University of Zurich.
- Bruno S. Frey & Alois Stutzer, 2001. "What Can Economists Learn from Happiness Research?," CESifo Working Paper Series 503, CESifo Group Munich.