matchingMarkets (version 0.1-1)

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

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.

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

## Read model results from Klein (2014), Table 5
##filepath <- system.file("scripts/TK_gibbsiter_ntu.mat", package="matchingMarkets")
##M <- mfx(m=filepath)

## Extract variables
##X <- data.frame(M$X[,!names(M$X)\%in\%c("intercept","one")])
##y <- M$R

## Apply K-H-B method
##khb(X=X, y=y, z="eta")