Questions tagged [logit]

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Interpretation of OLS regression coefficient of -1.19 when depent variable ranges from 0-100

In an experiment, the participants were asked to allocate 100% of their budget to three categories in different scenarios. Now, I am analyzing the allocation to one particular category via OLS ...
hunter_gatherer's user avatar
1 vote
1 answer
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Fixed Effect Vs Random Effect in Mixed Logit Model

How do you decided whether to use a variable as fixed effect or random effect in mixed logit model? Here, I am trying to estimate mixed logit model for discrete Choice data. X1 x2 and x3 are same for ...
Dr. Banjadebaje's user avatar
5 votes
2 answers
52 views

Continuous logit framework

I am reading Dupuy & Galichon (2014), which extend the estimation of matching model in Choo & Siow (2006) to continuous types. The way they build the continuous logit model is based on the ...
Alalalalaki's user avatar
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Assumptions of Logistic Regression Cathegorical predictors only

I have a logit model predicting the outcome 1 or 0. My predictors are sociodemographics such as gender, income - intervals into categories like a: 1000-5000 usd, b:5000-15000 usd. etc, having a car, ...
vojta9's user avatar
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1 vote
1 answer
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Results Chi square test vs binomial logit

my data looks like this: I have two groups of people - Students and the elderly. 59 out of 266 students said "YES" 23 out of 127 elderly people said "YES" The rest said "no&...
vojta9's user avatar
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4 votes
1 answer
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Resampling for a Probabilistic Model to Balance Outcomes

I wanted to construct a logit model for determining the probability a recession will be determined for any given month using the usual Macro indicators; however, I noticed that 90% of the months in my ...
Forgot the Jacobian's user avatar
2 votes
0 answers
39 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 ...
ExcitedSnail's user avatar
4 votes
1 answer
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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 ...
ExcitedSnail's user avatar
1 vote
1 answer
163 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 ...
studentp's user avatar
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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 - ...
Daria's user avatar
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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:...
Daria's user avatar
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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 ...
Daria's user avatar
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2 votes
1 answer
288 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 ...
Daria's user avatar
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1 vote
1 answer
37 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 ...
Marlen's user avatar
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2 votes
1 answer
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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 \...
jl_1995_95's user avatar
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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 ...
angelavtc's user avatar
1 vote
0 answers
35 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. ...
jessica's user avatar
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