In logit and probit regression analysis, a common practice is to estimate separate models for two or more groups and then compare coefficients across groups. An equivalent method is to test for interactions between particular predictors and dummy (indicator) variables representing the groups. Both methods may lead to invalid conclusions if residual variation differs across groups. New tests are proposed that adjust for unequal residual variation.
Get full access to this article
View all access options for this article.
References
1.
Agresti, Alan
, and Joseph B. Lang. 1993. “A Proportional Odds Model With Subject-Specific Effects for Repeated Ordered Categorical Responses.”Biometrika80:527-534.
2.
Allison, Paul D.
1982. “Discrete-Time Methods for the Analysis of Event Histories.” Pp. 61-98 in Sociological Methodology 1982, edited by Samuel Leinhardt. San Francisco: Jossey-Bass.
3.
Allison, Paul D.1987. “Introducing a Disturbance Into Logit and Probit Regression Models.”Sociological Methods & Research15:355-374.
Baxter, Janeen
. 1994. “Is Husband's Class Enough? Class Location and Class Identity in the United States, Sweden, Norway, and Australia.”American Sociological Review59:220-235.
6.
Dixon, W. J.
1992. BMDP Statistical Software Manual. Vol. 2. Berkeley: University of California Press.
7.
Finney, D. J.
1971. Probit Analysis. 3d ed.Cambridge, UK: Cambridge University Press.
8.
Gail, M. H.
, S. Wieand, and S. Piantadosi. 1984. “Biased Estimates of Treatment Effect in Randomized Experiments With Nonlinear Regression and Omitted Covariates.”Biometrika71:431-444.
9.
Gould, William
, and William Sribney. 1999. Maximum Likelihood Estimation With Stata. College Station, TX: Stata Press.
10.
Greene, William H.
1992. LIMDEP: User's Manual and Reference Guide, Version 6.0. Bellport, NY: Econometric Software Inc.
11.
Kalmijn, Matthijs
. 1994. “Mother's Occupational Status and Children's Schooling.”American Sociological Review59:257-275.
12.
Kim, Jae-On
, and G. Donald Ferree. 1981. “Standardization in Causal Analysis.”Sociological Methods & Research10:187-210.
13.
Liao, Tim Futing
. 1995. “Testing Coefficient Equality and Adjusting for Dispersion Heterogeneity in Generalized Linear Models Between Two or More Groups.” Paper prepared for presentation at the annual meeting of the American Sociological Association, Washington, DC, August.
14.
Long, J. Scott
, Paul D. Allison, and Robert McGinnis. 1993. “Rank Advancement in Academic Careers: Sex Differences and the Effects of Productivity.”American Sociological Review58:703-722.
15.
Long, J. Scott
, and Mary Frank Fox. 1995. “Scientific Careers—Universalism and Particularism.”Annual Review of Sociology21:45-71.
16.
Press, William H.
1992. Numerical Recipes in FORTRAN: The Art of Scientific Computing. Cambridge, UK: Cambridge University Press.
17.
SAS Institute
. 1990. SAS/STAT User's Guide, Version 6. 4th ed.Cary, NC: SAS Institute Inc.
18.
Sekulic, Dusko
, Garth Massey, and Randy Hodson. 1994. “Who Were the Yugoslavs—Failed Sources of a Common Identity in the Former Yugoslavia.”American Sociological Review59:83-97.
19.
Sobel, Michael
, and Gerhard Arminger. 1992. “Modeling Household Fertility Decisions: A Nonlinear Simultaneous Probit Model.”Journal of the American Statistical Association87:38-47.
20.
Wright, Rosemary
, and Jerry Jacobs. 1994. “Male Flight From Computer-Work—A New Look at Occupational Resegregation and Ghettoization.”American Sociological Review59:511-536.
21.
Zuckerman, Harriet
, Jonathan R. Cole, and John T. Bruer, eds. 1991. The Outer Circle: Women in the Scientific Community. New York: Norton.
