作者RungTai (RungTai)
看板Statistics
标题[问题] Logistic 如何跑两个回归之系数比较?
时间Tue Dec 25 22:41:57 2012
我的 DV 是有调节作用的 Logistic, 评审要我再报告出交互作用的 "Joint test"
我查了一下,所谓 Joint test 似乎不止是作图
我找了一些有做「Joint test」的 Paper,
似乎是要看「
两个回归模型」之间的系数差异是否显着
如果是这样,在一般连续型回归的软体里似乎是看众模式间的 R2 change
问题是 Logistic 并没有这个选项
故想问,Logistic 该怎麽跑 Joint Test呢?
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注:我找了一些有做 Joint Test的研究,其 Result 大部分是这样写:
例一:We perform a statistical test of whether the effect of a patent grant
varies by technology area;
the
joint test of
all interaction terms equal zero gives an
F test statistic
of 1.3, which has a p-value of 0.142. Thus we find
no evidence to suggest that
the effect of a patent grant is
different across technology areas.
例二:A
joint test of significance also indicated that four main outside
director
variables were significantly different than zero (F = 4.55, p < .034)
例三:A
joint test for
equality of means is rejected with a
p-value of 0.025, while
a one-sided test of no complementarity—
i.e., testing the incremental effect of adding an innovation activity—is
rejected at a 5% level of significance.
例四:In Hypothesis 3 we predicted that acquisition experience would positively
moderate the effect of structural integration on knowledge leverage.
From Model 3a in Table 3 we see that the coefficient for the interaction term
is negative but not significant.
We also conducted a
joint test of significance for structural integration and
the interaction term to assess whether collinearity between these terms was
suppressing a significant effect.
However, we found no evidence for this as the coefficients are not jointly
significant (
χ2(2) = 3.48, p = 0.17). Hence, Hypothesis 3 is not supported.
例五:The third estimation is the same as the second, except that the sample
excludes acquirers that made more than one acquisition in the time period.
All variables are robustly estimated, and a
joint test on all the
coefficients in the third regression
cannot reject the null hypothesis that
they equal those found in the regression with the full sample (χ2(11)=3.52,
prob>χ2=0.9819).
Domestic acquirers that made only one acquisition have the same decision
patterns as those that made more than one acquisition
The results in the third column of Table 6 show that the estimation in column
2 regressed on the subsample of acquirers that made only one acquisition
during the time period contributes positively to the model’s overall fit.
However, a
joint test on all the coefficients in the third regression
cannot
reject the null hypothesis that they equal those found in the regression with
the full sample (χ2(11)=2.80, prob>χ2=0.9932).
It appears that the decision process of foreign acquirers that made only one
acquisition does not differ from those that made more than one acquisition.
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1F:→ andrew43:你的例子都是我说的这种情况, 和你前言说的不同. 12/25 22:53
2F:→ andrew43:上列是不小心填入的,请版友们乎略。 12/25 22:54
3F:→ RungTai:经板友解说 似乎没那复杂 就只是 LR chi2 跟Prob > chi2值 12/25 23:38