Friday, March 03, 2006

RE: st: Multinomial logit in stata

Maarten - But suppose I told you I had two types of coins - one that came up 45% heads, the other 53% heads. Does the probability of a head depend on the type of coin? If you knew the number of trials that produced those proportions you could do the inference. If all you were given were the two numbers 45 and 53, you could do nothing useful. On the other hand if you were given N1 sample proportions from Coin 1 and N2 proportions from Coin 2, you could do inference even if you did not know the number of flips per proportion, but you would also have to assume the numbers of flips were the same for each proportion otherwise the sample proportions would not be identically distributed. Even in this case, unless you had a large number of proportions per coin, you would sacrifice a lot in power compared to knowing the actual number of flips.

Al

-----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis Sent: Friday, March 03, 2006 3:07 PM To: statalist@hsphsun2.harvard.edu Subject: RE: st: Multinomial logit in stata

Alan and Albert Inference could be done if the unit of analysis is cities (in Alberts example), e.g. proportion of city budget spent on categories 1, 2, 3, 4, and 5. If you wanted to do the inference on lower level units (individuals/companies/dogs who choose to buy/eat hotdog brand 1, 2, 3, 4, or 5 within cities) than the problem is even more severe than Alan's remark suggest: than you also have the ecological inference problem. See for example: http://www.stat.columbia.edu/~cook/movabletype/archives/2006/03/the_ecol ogical.html . Note that the Papke and Wooldridge paper I reccomended falls in the ecological inference trap. HTH, Maarten

--- "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> wrote: > Unless you had repeated observations for the same covariate pattern, I

> don't see how proportions alone would be enough information to do > proper inference. Those same proportions could have arisen from 100, > 1000 or 100000 observations. Clearly the inference would be different > for those situations.

----------------------------------------- between 1/2/2006 and 31/3/2006 I will be visiting the UCLA, during this time the best way to reach me is by email

Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands

visiting adress: Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/ -----------------------------------------

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