Questions tagged [logit]

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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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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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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
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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
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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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1 vote
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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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1 vote
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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
245 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
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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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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
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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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