khb: Karlson-Holm-Breen method for comparing probit coefficients

In thiloklein/matchingMarkets: Analysis of Stable Matchings

Description

Significance test for confounding; that is, the difference between regression coefficients from same-sample nested logit and probit models. The test procedure follows Karlson et al (2012), Section 3.4.

Usage

khb(X, y, z)

Arguments

X	data frame comprising independent variables including confounding variable.
y	vector of dependent variable.
z	character string giving the name of the confounding variable in X.

Author(s)

Thilo Klein

References

Karlson, K.B., A. Holm and R. Breen (2012). Comparing regression coefficients between same-sample nested models using logit and probit: A new method. Sociological Methodology, 42(1):286–313.

Examples

## 1. load results from Klein (2015a)
 data(klein15a)

## 2. apply KHB method
with(klein15a$variables, khb(X=X, y=Y, z="eta"))

thiloklein/matchingMarkets documentation built on Dec. 25, 2019, 6:05 p.m.