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 -