matchingMarkets (version 0.3-1)

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

## 1. load results from Klein (2015a)
 data(klein15a)
 M <- klein15a$model.list

## 2. extract variables
 X <- do.call(rbind.data.frame, M$X)
 eta <- c(klein15a$coefs$eta, rep(0, length(M$X)-length(M$W)))
 X <- cbind(X,eta)
 y <- unlist(M$R)

## 3. apply KHB method
khb(X=X, y=y, z="eta")