Comparing linear probability model coefficients across groups
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Dokumenter
- Comparing Coefficients of LPM Author Post Print Sherpa Romeo
Accepteret manuskript, 316 KB, PDF-dokument
This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons.
Originalsprog | Engelsk |
---|---|
Tidsskrift | Quality and Quantity |
Vol/bind | 49 |
Udgave nummer | 5 |
Sider (fra-til) | 1823-1834 |
ISSN | 0033-5177 |
DOI | |
Status | Udgivet - sep. 2015 |
Antal downloads er baseret på statistik fra Google Scholar og www.ku.dk
Ingen data tilgængelig
ID: 162898477