We address function misspecification and model heterogeneity, two critical issues in empirical work. A nonparametric approach is proposed for single-index, binary-choice models when parametric models such as Probit and Logit are potentially misspecified. The new approach involves two steps: first, we estimate index coefficients using sliced inverse regression without knowing the conditional pro...

The logit and probit models are critical parts of the management researcher's analytical arsenal. We often want to know if a covariate has the same effect for different groups, e.g., foreign and domestic firms. Unfortunately, many attempts to compare the effect of covariates across groups make the unwarranted assumption that each group has the same residual variation. If this is not the case, c...

The magnitude of the interaction effect in nonlinear models does not equal the marginal effect of the interaction term, can be of opposite sign, and its statistical significance is not calculated by standard software. We present the correct way to estimate the magnitude and standard errors of the interaction effect in nonlinear models.  2003 Elsevier Science B.V. All rights reserved.

Çevre sorunları giderek artmakta ve canlı yaşamını olumsuz olarak etkilemektedir. sorunlarını diğer yaşamsal toplumsal sorunlardan ayrıştıran temel fark evrensel boyutta bir sorun olmasıdır. sorunlarının kaynağını ise atıklar oluşturmaktadır. Hızlı nüfus artışı, kentleşme sanayileşmenin etkisiyle birlikte kaynaklar bilinçsizce kullanılmakta insanoğlunun çeşitli faaliyetleri sonucunda çok farklı...

The comparison of groups in regression models for binary outcomes is complicated by an identification problem inherent in these models. Traditional tests of the equality of coefficients across groups confound the magnitude of the regression coefficients with residual variation. If the amount of residual variation differs between groups, the test can lead to incorrect conclusions (Allison 1999)....

(a) Using R, fit 3 binomial GLMs for these data corresponding to 3 link functions, logit, probit, and complementary log-log. Perform residual analysis for each model, using the deviance residuals. Obtain fitted values, π̂i, under each model and compare with observed proportions, yi/mi. Obtain the estimated dose-response curve under each model by evaluating π̂(x) = g(β̂1 + β̂2x) over a grid of value...

conclusions independent variables such as sex, age, hdl-c, sys-bp, bmi, smoking, cholesterol and hs-crp were considered as influencing variables, and education, marital status, disease history, height, waist circumference, diastolic blood pressure and low density lipoprotein were removed from the models. background cardiovascular disease is considered as one of the most common diseases, causing...

aim : the aim of this study was to determine whether there is relation between body mass index and symptoms of gastro-esophageal reflux disease in our community using logit, probit and complementary log-log models. background : the most frequent statistical tool to address the relationship among a dichotomous response and other covariates is logistic regression. however logistic regression is f...

Mixed logit is a flexible discrete choice model that allows for random coefficients and/or error components that induce correlation over alternatives and time. Procedures for estimating mixed logits have been developed within both the classical (e.g., Revelt and Train, 1998) and Bayesian traditions (Sawtooth Software, 1999.) Asymptotically, the two procedures provide the same information, and H...