Sage Journals: Discover world-class research

Abstract

Theories in sociology and other social sciences often postulate reciprocal causal relationships. Yamaguchi advanced a model for the interdependence of two discrete-time, discrete-state endogenous processes. The Yamaguchi model is introduced with a discussion of its advantages over conventional methods and a comparison with recently developed relevant models. To overcome the obstacle that existing statistical software cannot directly estimate the Yamaguchi model, the author has developed a method that converts estimated parameters from standard multinomial logit estimation into parameters of the Yamaguchi model. This method makes it possible and easier for researchers to estimate the Yamaguchi model using standard statistical software and a simple programming of linear transformation. The method is simple and straightforward and thus merits application to an analysis of interdependence with panel data. This article also provides a detailed empirical example to illustrate an application of the method.

Get full access to this article

View all access options for this article.

References

Becker, Mark P. 1994. “Analysis of Cross-Classifications of Counts Using Models for Marginal Distributions: An Application to Trends in Attitudes on Legalized Abortion.” Sociological Methodology 24:229-265.

Center for Human Resource Research . 1993. NLS Handbook 1993: The National Longitudinal Surveys. Columbus: The Ohio State University.

Cox, D. R. and P.A.W. Lewis . 1972. “Multivariate Point Processes.” Pp. 401-448 in Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability: Vol. 3. Probability Theory, edited by L. M. Le Cam , J. Neyman , and E. Scott . Berkeley: University of California Press.

Devore, Jay L. 1982. Probability and Statistics for Engineering and the Sciences. Monterey, CA: Brooks/Cole.

Finkel, Steven E. 1995. Causal Analysis Using Panel Data. Thousand Oaks, CA: Sage.

Goldscheider, Frances K. and Linda J. Waite . 1991. New Families, No Families? The Transformation of the American Home. Berkeley: University of California Press.

Hao, Lingxin and Mary C. Brinton . 1997. “Productive Activities and Support Systems of Single Mothers.” American Journal of Sociology 102(5):1305-1344.

Hsiao, Cheng . 1986. Analysis of Panel Data. Cambridge, UK: Cambridge University Press.

Lang, Joseph B. and Alan Agresti . 1994. “Simultaneously Modeling Joint and Marginal Distributions of Multivariate Categorical Response.” Journal of the American Statistic Association 89(426):625-632.

10.

Mare, Robert D. and Christopher Winship . 1991. “Loglinear Models for Reciprocal and Other Simultaneous Effects.” Sociological Methodology 21:199-234.

11.

Petersen, Trond . 1995. “Models for Interdependent Event-History Data: Specification and Estimation.” Sociological Methodology 25:317-375.

12.

Peterson, Richard R. 1989. Women, Work, and Divorce. Albany: SUNY Press.

13.

Thornton, Arland , William Axinn , and Daniel Hill . 1992. “Reciprocal Effects of Religiosity, Cohabitation and Marriage.” American Journal of Sociology 98(3):628-651.

14.

Yamaguchi, Kazuo . 1990. “Logit and Multinomial Logit Models for Discrete-Time Event-History Analysis: A Causal Analysis of Interdependent Discrete-State Processes.” Quality & Quantity 24:323-341.

15.

Yamaguchi, Kazuo . 1991. Event History Analysis. Newbury Park, CA: Sage.

Using a Multinomial Logit Specification to Model Two Interdependent Processes with an Empirical Application

Abstract

Get full access to this article

References