Correlations and Non-Linear Probability Models
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Correlations and Non-Linear Probability Models. / Breen, Richard; Holm, Anders; Karlson, Kristian Bernt.
In: Sociological Methods & Research, Vol. 43, No. 4, 11.2014, p. 571-605.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Correlations and Non-Linear Probability Models
AU - Breen, Richard
AU - Holm, Anders
AU - Karlson, Kristian Bernt
PY - 2014/11
Y1 - 2014/11
N2 - Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models.
AB - Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models.
KW - Faculty of Social Sciences
KW - logit
KW - probit
KW - nonlinear probability models
KW - correlation
KW - group comparisons
U2 - 10.1177/0049124114544224
DO - 10.1177/0049124114544224
M3 - Journal article
VL - 43
SP - 571
EP - 605
JO - Sociological Methods and Research
JF - Sociological Methods and Research
SN - 0049-1241
IS - 4
ER -
ID: 68078602