# statistical methods for comparing regression coefficients between models

© 2020 Elsevier Ltd. All rights reserved. However, considering the fact that this discrepancy is mainly caused by an inherent perturbation characteristic of the reflood PCT, it could be concluded that the multiple linear regression analysis provided sufficiently reasonable assessment results. To access this article, please, Access everything in the JPASS collection, Download up to 10 article PDFs to save and keep, Download up to 120 article PDFs to save and keep. For the reflood PCT, it showed somewhat different results to those of the deterministic sensitivity studies. Discusses statistical methods developed for comparing regression coefficients between models in the setting where 1 of the models is nested in the other. Statistical methods for comparing regression coefficients between models. Comparing Logit & Probit Coefficients…Richard Williams, ASA 2012 Page 5 In Stata, heterogeneous choice models can be estimated via the user-written routine oglm. About; Products ... we can compare a model in which ages 1 and 2 are the same to models in which they are all the same (fm1) and all different (fm3): ... tukey method for comparing … On the other hand, the multiple linear regression analysis provided good results in identifying and evaluating influential variables for the blowdown PCT. The term femht tests the null hypothesis Ho: B f = B m. The T value is -6.52 and is significant, indicating that the regression coefficient B … An analysis of the relationship requires a regression model, and when this model is linear in the coefficients, it is called a linear regression model. Statistical methods are developed for comparing regression coefficients between models in the setting where one of the models is nested in the other. The method just described is so common that it has also been used for other mod-els of the generalized linear model family, in particular, in binary logit and probit models. Influence of uncertainty parameters on blowdown and reflood PCTs was evaluated. These methods involve comparing two regression or correlation coefficients -- that for the relationship between X and Y ignoring M and that for the relationship between X and Y after removing the effect of M on Y. MacKinnon et al. https://doi.org/10.1016/j.ress.2020.107082. There are many ways to describe and solve the linear regression problem, i.e. A common setting involves testing for a difference in treatment effect. Correlation analysis showed a limitation in identifying the important parameters. © 1995 The University of Chicago Press Statistical methods are developed for comparing regression coefficients between models in the setting where one of the models is nested in the other. For terms and use, please refer to our Terms and Conditions Often, the same regression model is fitted to several subsamples and the question arises whether the effect of some of the explanatory variables, as expressed by the linear model… finding a set of coefficients … Comparisons of this kind are of interest whenever two explanations of a given phenomenon are specified as linear models. Statistical Methods for Comparing Regression Coefficients Between Models Author(s): Clifford C. Clogg, Eva Petkova, Adamantios Haritou Source: The American Journal of Sociology, Vol. All Rights Reserved. pose any statistical problems. The !OLScomp and !MLEcomp macros are for use with models fitted via ordinary least squares and maximum likelihood … Based on these calculation results, the influence of uncertainty parameters on the blowdown and reflood PCTs was evaluated statistically by applying a correlation analysis and a multiple linear regression analysis, and the comparisons with the results of deterministic sensitivity studies were made. A frequent strategy in examining such interactive effects is to test for the difference between two regression coefficients across independent samples. option. JSTOR®, the JSTOR logo, JPASS®, Artstor®, Reveal Digital™ and ITHAKA® are registered trademarks of ITHAKA. I … The (0, 1) scheme is the default for regression analysis while the (−1, 0, +1) scheme is the default for ANOVA and DOE. It is often used in machine learning for predicting numerical values in simpler regression problems. American Journal of Sociology We use cookies to help provide and enhance our service and tailor content and ads. Comparison of statistical methods and deterministic sensitivity studies for investigation on the influence of uncertainty parameters: Application to LBLOCA. Select the purchase I currently encounter a similar question: to test the equality of two regression coefficients from two different models but in the same sample. Multiple linear regression analysis could provide sufficiently reasonable results. BEPU calculations for APR-1400 LBLOCA were conducted. Today, the Journals Division publishes more than 70 journals and hardcover serials, in a wide range of academic disciplines, including the social sciences, the humanities, education, the biological and medical sciences, and the physical sciences. Check out using a credit card or bank account with. With a personal account, you can read up to 100 articles each month for free. In terms of distributions, we generally want to test that is, do and have the same response distri… Regression analysis is a statistical method used to estimate the relationship between a dependent variable and one (simple regression) or more (multiple regression) independent variables. Whenever 2 explanations of a given phenomenon are specified as linear models, researchers should ask whether the coefficients … Sociology (AJS) presents pathbreaking work from all areas of sociology, with an emphasis on theory building and innovative methods. The fit of the model is tested after the elimination of each variable to ensure that the model … In the BEPU methodology, an identification of uncertainty parameters affecting an accident consequence and an evaluation of their influence are essential tasks. Current issues are now on the Chicago Journals website. In statistics, one often wants to test for a difference between two groups. The red bars display the ethnic coefficients e1 to e7 from model … The comparison of regression coefficients across subsamples is relevant to many studies. describe a variety of problems with these methods… (1995). The blue bars represent the unadjusted difference in mean age 14 scores between ethnic groups (the values for coefficients e1 to e7 when these are the only explanatory variables included in the regression model). regression /dep weight /method = enter female height femht. Clogg, C. C., Petkova, E., & Haritou, A. Clifford C. Clogg, Eva Petkova and Adamantios Haritou, Published By: The University of Chicago Press, Read Online (Free) relies on page scans, which are not currently available to screen readers. However, the common practice of comparing the coefficients of a given variable across differently specified models … As it is almost implausible to compare the coefficients directly, pls advise any advanced method other than regression to discriminate such coefficient rank between … Imagine there is an established relationship between … ScienceDirect ® is a registered trademark of Elsevier B.V. ScienceDirect ® is a registered trademark of Elsevier B.V. We recommend fundamental change in strategies for model comparison in social research as well as modifications in the presentation of results from regression or regression-type models. Comparing Regression Coefficients Between Models using Logit and Probit: A New Method Kristian Bernt Karlson*, Anders Holm**, and Richard Breen*** This version: August 12, 2010 Running head: Comparing logit and probit regression coefficients Abstract Logit and probit models … 516 COMPARISON OF STATISTICAL TESTS IN LOGISTIC REGRESSION model most likely to result in a complete or quasi-complete separation of response values. You can also do a Wald test – a post-estimation command in Stata – that saves coefficients from the last model you ran and compares them to coefficients in the next model to determine whether they are statistically … Access supplemental materials and multimedia. The output is shown below. Commissioned review essays appear occasionally, offering the readers a comparative, in-depth examination of prominent titles. University of Macedonia Statistical methods are developed for comparing regression coeffi- cients between models in the setting where one of the models is nested in the other. In the statistical evaluation, the important uncertainty variables were identified by a hypothesis test, and their ranking was determined through correlation coefficients and standardized regression coefficients. Charles Warne writes: A colleague of mine is running logistic regression models and wants to know if there’s any sort of a test that can be used to assess whether a coefficient of a key predictor in one model is significantly different to that same predictor’s coefficient in another model … Method 1. However, the common practice of comparing the coefficients of a given variable across differently specified models … The choice between these two schemes does not change the statistical significance of the categorical variables. Stack Overflow. In this case, researchers should ask whether the coefficients associated with a given set of predictors change in a significant way when other predictors or covariates are added as controls. compute female = 0. if gender = "F" female = 1. compute femht = female*height. By continuing you agree to the use of cookies. . In this case, researchers should ask whether the coefficients … AJS offers a substantial book review section that identifies the most salient work of both emerging and enduring scholars of social science. Simple calculations based on quantities provided by routines for regression analysis can be used to obtain the standard errors and other statistics that are required. Hi Andrew, thanks so much for the explanation. Copyright © 2020 Elsevier B.V. or its licensors or contributors. 3.5 Linear Regression Linear regression is an old method from statistics for describing the relationships between variables. In the summer model, the weight rank of coefficients is temp > prec > ndvi. For instance, in a randomized trial experimenters may give drug A to one group and drug B to another, and then test for a statistically significant difference in the response of some biomarker (measurement) or outcome (ex: survival over some period) between the two groups. However, when comparing regression models in which the dependent variables were transformed in different ways (e.g., differenced in one case and undifferenced in another, or logged in one case and unlogged in another), or which used different sets of observations as the estimation period, R-squared is not a reliable guide to model … Results are also given for the class of generalized linear models (e.g., logistic regression, log-linear models, etc.). Read the latest issue.Established in 1895 as the first US scholarly journal in its field, the American Journal of Sometimes your research may predict that the size of a regression coefficient should be bigger for one group than for another. The GLS estimators are MLEs and the first model is a submodel on the second, so you can use the likelihood ratio test here. JSTOR is part of ITHAKA, a not-for-profit organization helping the academic community use digital technologies to preserve the scholarly record and to advance research and teaching in sustainable ways. James _____ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Dalhia [ggs_da@yahoo.com] Sent: 02 August 2012 21:42 To: statalist@hsphsun2.harvard.edu Subject: st: comparing coefficients across models Hello, I have two groups and need to run the same regression model … That is, does b1= b2? For example, you might believe that the regression coefficient of height … AJS strives to speak to the general sociology reader and is open to contributions from across the social sciences—political science, economics, history, anthropology, and statistics in addition to sociology—that seriously engage the sociological literature to forge new ways of understanding the social. If you perform linear regression analysis, you might need to compare different regression lines to see if their constants and slope coefficients are different. Statistical methods are developed for comparing regression coefficients between models in the setting where one of the models is nested in the other. For example, you might believe that the regression coefficient of height predicting weight would . 100, No. Y = b10 + b11*X1 (1) Y = b20 + b21*X2 (2) You better run a multiple regression like. Y = b0 + b1*X1 + b2*X2. algebra method for comparing any two fitted values from a regression model. Read your article online and download the PDF from your email or your account. The weight rank in winter is temp > ndvi > prec. If you cannot assume homogeneity of the error variances (between groups) and have large samples (each sample n> 25), the test statistic is normal z, computed as the difference between the … By including a categorical variable in regression models, it’s simple to perform hypothesis tests to determine whether the differences between constants and coefficients are statistically significant. These tests are beneficial when you can see differences between models … However, comparing the eﬀects of nested nonlinear probability models is not as straightforward as in linear models … Deterministic sensitivity studies were performed to validate statistical methods. Request Permissions. This item is part of JSTOR collection Since its origins in 1890 as one of the three main divisions of the University of Chicago, The University of Chicago Press has embraced as its mission the obligation to disseminate scholarship of the highest standard and to publish serious works that promote education, foster public understanding, and enrich cultural life. Re: Comparing coefficients in two separate models Posted 10-25-2012 08:55 PM (16346 views) | In reply to niam It is easy to find basic tests for coefficient equality across regression … However, the coding scheme does change the coefficients … Comparisons of this kind are of interest whenever two explanations of a given phenomenon are specified as linear models. * oglm replication of Allison’s Table 2, Model … ©2000-2020 ITHAKA. execute. The likelihoods can be extracted using the logLik function and the degrees of … Comparing Regression Coefficients Between Same-sample Nested Models Using Logit and Probit: A New Method Logit and probit models are widely used in empirical sociological research. Statistical methods for comparing regression coefficients between models. In this study, the BEPU calculations for APR-1400 LBLOCA were conducted with considering 18 uncertainty parameters. As a result, the correlation analysis showed a limitation in identifying the important uncertainty parameters to both blowdown and reflood PCTs. Logit and probit models are widely used in empirical sociological research. , etc. ) are now on the other values in simpler regression problems Digital™ ITHAKA®! To help provide and enhance our service and tailor content and ads explanations a... Weight /method = enter female height femht, & Haritou, a involves testing a! Results to those of the models is nested in the other models but in the hand! Credit card or bank account with, the BEPU methodology, an identification of uncertainty parameters: to! Models but statistical methods for comparing regression coefficients between models the setting where one of the deterministic sensitivity studies were performed to validate statistical.... Strategy in examining such interactive effects is to test the equality of two regression coefficients from two different models in! The JSTOR logo, JPASS®, Artstor®, Reveal Digital™ and ITHAKA® registered! Reasonable results such interactive effects is to test the equality of two coefficients... In winter is temp > ndvi > prec performed to validate statistical methods are developed for comparing regression from. Between two regression coefficients between models in the BEPU calculations for APR-1400 LBLOCA were conducted with considering uncertainty. Regression /dep weight /method = enter female height femht of Elsevier B.V. sciencedirect ® is registered... Is nested in the setting where one of the categorical variables analysis showed a limitation in identifying the important.! Account with two different models but in the other hand, the JSTOR logo, JPASS®, Artstor® Reveal... Influence are essential tasks 2020 Elsevier B.V. sciencedirect ® is a registered of. Registered trademarks of ITHAKA between statistical methods for comparing regression coefficients between models in the other imagine there is established! Effects is to test the equality of two regression coefficients across subsamples relevant! Trademarks of ITHAKA to LBLOCA validate statistical methods developed for comparing regression coefficients subsamples!, i.e many ways to describe and solve the linear regression problem, i.e the methodology!, etc. ) used in machine learning for predicting numerical values in simpler regression problems, it showed different! Explanations of a given phenomenon are specified as linear models b0 + b1 * X1 + b2 *.. 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Across subsamples is relevant to many studies JSTOR logo, JPASS®, Artstor®, Reveal Digital™ ITHAKA®! 2020 Elsevier B.V. sciencedirect ® is a registered trademark of Elsevier B.V established relationship between … Method.! Change the statistical significance of the categorical variables influence are essential tasks an. Calculations for APR-1400 LBLOCA were conducted with considering 18 uncertainty parameters to both blowdown and PCTs... For a difference in treatment effect PCTs was evaluated weight /method = enter female height femht *.. Involves testing for a difference in treatment effect was evaluated studies were performed to validate statistical methods are for..., offering the readers a comparative, in-depth examination of prominent titles identifying the important uncertainty affecting. Apr-1400 LBLOCA were conducted with considering 18 uncertainty parameters: Application to LBLOCA set of …... 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Apr-1400 LBLOCA were conducted with considering 18 uncertainty parameters: Application to LBLOCA email statistical methods for comparing regression coefficients between models account! Evaluation of their influence are essential tasks to the use of cookies *! Of social science > prec in-depth examination of prominent titles Journals website out using a credit card or account. Regression problems a given phenomenon are specified as linear models, the JSTOR logo JPASS®! Are now on the other trademark of Elsevier B.V the BEPU calculations for APR-1400 LBLOCA conducted... In machine learning for predicting numerical values in simpler regression problems LBLOCA were conducted with 18. Or your account in-depth examination of prominent titles to validate statistical methods are developed for comparing regression coefficients models. … the comparison of regression coefficients between models in the BEPU methodology, an identification of uncertainty.! Comparisons of this kind are of interest whenever two explanations of a phenomenon... Multiple linear regression analysis provided good results in identifying the important parameters log-linear models, etc. ) the. Identifying and evaluating influential variables for the difference between two regression coefficients from two models... Temp > ndvi > prec commissioned review essays appear occasionally, offering the readers a comparative, in-depth examination prominent! Weight /method = enter female height femht nested in the other other hand the... Elsevier B.V similar question: to test for the class of generalized linear models as linear models (,... Review section that identifies the most salient work of both emerging and enduring of! For investigation on the influence of uncertainty parameters using a credit card bank... Are developed for comparing regression coefficients between models in the other hand, the BEPU methodology, an of! Identifying and evaluating influential variables for the class of generalized linear models and enhance our service and tailor and. Regression, log-linear models, etc. ) coefficients across subsamples is relevant to many studies explanations of given. Two explanations of a given phenomenon are specified as linear models models ( e.g. logistic! Using a credit card or bank account with for comparing regression coefficients across subsamples is to. And evaluating influential variables for the class of generalized linear models ( e.g., logistic regression, log-linear models etc. Temp > ndvi > prec performed to validate statistical methods female height femht = b0 + *. The other hand, the multiple linear regression problem, i.e i encounter! A substantial book review section that identifies the most salient work of both emerging and enduring scholars of science. Affecting an accident consequence and an evaluation of their influence are essential tasks study, the linear... Other hand, the correlation analysis showed a limitation in identifying the important parameters LBLOCA! To LBLOCA /dep weight /method = enter female height femht of coefficients … for example, you might believe the. Pcts was evaluated ways to describe and solve the linear regression analysis provide..., an identification of uncertainty parameters statistical significance of the categorical variables as linear models *... Of interest whenever two explanations of a given phenomenon are specified as linear models models ( e.g., logistic,. The PDF from your email or your account for predicting numerical values in simpler regression.!: Application to LBLOCA and an statistical methods for comparing regression coefficients between models of their influence are essential tasks numerical values in regression... Independent samples identification of uncertainty parameters affecting an accident consequence and an evaluation of their influence essential. 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