Questions tagged [logit]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2 votes
0 answers
29 views

Are standard discrete choice models based on ordinal utility or cardinal utility?

Suppose we model consumer's choice between three brands Honda(choice 1), Toyota(choice 2) and BMW(choice 3) using a standard discrete choice model, with the utility of choice $j\in\{1,2,3\}$ being ...
user avatar
0 votes
0 answers
13 views

Intuitively, how is a nested logit model identified?

This is an informal question. I understand that nested logit models allow flexible substitution patterns that so that substitution would be more likely within a nest than across nests. But if you only ...
user avatar
  • 143
4 votes
1 answer
57 views

Is the linear probability model consistent with utility maximization?

We know that Logit/probit models are consistent with utility maximization in the sense that the model implied probability of choosing option $1$ equals the probability that option $1$ has larger ...
user avatar
1 vote
1 answer
32 views

calculating a marginal effect for logit model

For the logit estimate of the slope parameter,I would like to obtain the marginal effect of the regressor ndisease evaluated at $\Lambda (x'\beta)=\bar{y}$, where $\bar{y}$ is mean of $y$. I obtain ...
user avatar
  • 419
0 votes
0 answers
25 views

Why does the variable become more significant after I add mediators?

I have 2 models: without mediators and with them. In the second model the variable of interest becomes more significant (the level of significance in model 1 is 5% and in model 2 is 1%). What is a ...
user avatar
  • 55
1 vote
1 answer
34 views

Should I do Chi-square or T-test before running a regression?

In many articles before running a regression authors do T-test or Chi-square test to check if there’s a significant difference between the variables in 2 subsamples. In my case variable of interest - ...
user avatar
  • 55
1 vote
1 answer
38 views

Why does the variable become insignificant after adding mediators?

I study an impact of long working hours on health. I run ordered logit on women subsample and the dummy variable responsible for working more than 40 hours becomes insignificant after adding mediators:...
user avatar
  • 55
1 vote
1 answer
21 views

Can I run regression on uneven subsample?

I study the influence of long working hours on health. In my sample 40% of people work more than 40 hours and other 60% don’t. I want to look at the effect of working exactly more than 50 hours ...
user avatar
  • 55
2 votes
1 answer
134 views

Why significant variables become insignificant in subsamples?

I built an ordered logit using a sample of more than 4000 observations and the variable of the interest was significant. But then I split the sample into two subsamples: women and men and the variable ...
user avatar
  • 55
1 vote
1 answer
34 views

Interpretation of multinominal logit regression (Stata)

I have a few questions about mlogit. I have a set of independent variables and a categorical, but ordered, dependent variable with three categories (Disagree, Neutral and Agree). The assumptions for ...
user avatar
  • 11
2 votes
1 answer
42 views

Trouble Understanding the Integral Underlying Random Utility Models

Given a utility function, $U_{nj} = V_{nj} + \varepsilon_{nj}$, it makes sense that we can find the probability the decision maker $n$ chooses alternative $i$ as: $$Pr(U_{ni} > U_{nj} \forall j \...
user avatar
0 votes
1 answer
50 views

Logit/Probit with numbers different than 0 or 1?

I am trying to find an econometric model that helps me to answer the following. I would like to measure how much the increase in the cost of a production factor (my X) shifts the supply curve of a ...
user avatar
1 vote
0 answers
28 views

Nested Multinomial Logit Estimation

I am trying to estimate a nested multinomial logit model for transportation mode in R. I am using the following model. ...
user avatar
  • 161