Comparing linear probability model coefficients across groups

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Standard

Comparing linear probability model coefficients across groups. / Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt.

I: Quality and Quantity, Bind 49, Nr. 5, 09.2015, s. 1823-1834.

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Harvard

Holm, A, Ejrnæs, M & Karlson, KB 2015, 'Comparing linear probability model coefficients across groups', Quality and Quantity, bind 49, nr. 5, s. 1823-1834. https://doi.org/10.1007/s11135-014-0057-0

APA

Holm, A., Ejrnæs, M., & Karlson, K. B. (2015). Comparing linear probability model coefficients across groups. Quality and Quantity, 49(5), 1823-1834. https://doi.org/10.1007/s11135-014-0057-0

Vancouver

Holm A, Ejrnæs M, Karlson KB. Comparing linear probability model coefficients across groups. Quality and Quantity. 2015 sep.;49(5):1823-1834. https://doi.org/10.1007/s11135-014-0057-0

Author

Holm, Anders ; Ejrnæs, Mette ; Karlson, Kristian Bernt. / Comparing linear probability model coefficients across groups. I: Quality and Quantity. 2015 ; Bind 49, Nr. 5. s. 1823-1834.

Bibtex

@article{08f9bd9a280a4e3eb785ee1864687833,
title = "Comparing linear probability model coefficients across groups",
abstract = "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.",
author = "Anders Holm and Mette Ejrn{\ae}s and Karlson, {Kristian Bernt}",
year = "2015",
month = sep,
doi = "10.1007/s11135-014-0057-0",
language = "English",
volume = "49",
pages = "1823--1834",
journal = "Quality and Quantity",
issn = "0033-5177",
publisher = "Springer",
number = "5",

}

RIS

TY - JOUR

T1 - Comparing linear probability model coefficients across groups

AU - Holm, Anders

AU - Ejrnæs, Mette

AU - Karlson, Kristian Bernt

PY - 2015/9

Y1 - 2015/9

N2 - 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.

AB - 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.

U2 - 10.1007/s11135-014-0057-0

DO - 10.1007/s11135-014-0057-0

M3 - Journal article

VL - 49

SP - 1823

EP - 1834

JO - Quality and Quantity

JF - Quality and Quantity

SN - 0033-5177

IS - 5

ER -

ID: 162898477