Thursday, December 6, 2012
Logistic or Logit or doesn't matter
Stata do file
* I was recently attending a talk in which the presenter talked about logit in contrast with logistic regression when the outcome variable was binary saying logistic was similar.
* This confused me.
* Looking at the equations for logit vs that of logistic I think it is clear that a logit regression is a special case of a logistic regression.
* However, in case there is still doubt.
set obs 100
gen x = rnormal()
* Some explanatory variable
gen y = rbinomial(1, normal(x))
* Some binary response variable
mlogit y x, baseoutcome(0)
logit y x
* We can see the estimates are identical.