使用模拟方法解释logit、probit及其他非线性模型的结果

Using simulation to interpret results from logit, probit, and other nonlinear models

STRATEGIC MANAGEMENT JOURNAL · 2009
被引 460
人大 AFT50UTD24ABS 4*

中文导读

针对logit和probit等非线性模型,提出用模拟方法计算关键自变量离散变化时的预测概率差异,并附统计显著性,避免图形展示的误导。

Abstract

Abstract In a recent issue of this journal, Glenn Hoetker proposes that researchers improve the interpretation and presentation of logit and probit results by reporting the marginal effects of key independent variables at theoretically interesting or empirically relevant values of the other independent variables in the model, and also by presenting results graphically (Hoetker, 2007: 335, 337). In this research note, I suggest an alternative approach for achieving this objective: reporting differences in predicted probabilities associated with discrete changes in key independent variable values. This intuitive approach to interpretation is especially useful when the theoretically interesting or empirically relevant changes in independent variables values are not very small, and also for models that contain interaction terms (or higher‐order terms such as quadratics). Although the graphical presentations recommended by Hoetker implicitly embody this approach, they typically fail to include appropriate measures of statistical significance, and may therefore lead to erroneous conclusions. In order to calculate such measures, I recommend and demonstrate an intuitive simulation‐based approach to statistical interpretation, developed by King et al . (2000), that has gained widespread adherence in the field of political science. Throughout the article, I provide a running example based on research that has previously appeared in the Strategic Management Journal. Copyright © 2009 John Wiley & Sons, Ltd.

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