Working Paper

Long (2009) has been substantially revised: J. Scott Long and Sarah Mustillo. 2018. "Group comparisons in logit and probit using predicted probabilities." Working paper 2018-03-05. Click here to download.

I am pleased to note that Alexandra Seremina has translated into Romanian the article "Group Comparisons in Logit and Probit Using Predicted Probabilities". It is available courtesy of azoft. I greatly appreciate her work.

The following is the latest draft of the 2005 paper that I have sometimes cited in substantive papers. It contains my latest work on how predicted probabilities can be used to compare groups in regression models for binary (and ordinal and nominal) outcomes.

J. Scott Long. 2009. "Group Comparisons in Logit and Probit Using Predicted Probabilities." Working paper draft 2009-06-25. Click here to download.

The draft paper uses black and white figures since that is what is most common in journals. But, for several graphs, color versions are much easier to understand. Here are color versions of some of the figures: Figure 4, Figure 5, Figure 6, Figure 7, Figure 8, Figure 9, Figure 10, and the 3D color Figure 11.

Software for group comparisons

The analyses require software that: 1) estimates binary logit or binary probit; 2) computes out of sample predictions of probabilities (i.e., predictions at specified values of the RHS variables, but values that might not occur in the observed data); 3) tests of differences between predictions. Most standard packages can produces 1 and 2. To reproduce the results using Stata and the SPost13 commands, in Stata "search cdagroups14" to download a do-file that reproduces the results from the paper. You will need to install spost13_ado first.