A note on a reformulation of the KHB method

The Karlson–Holm–Breen (KHB) method has rapidly become popular as a way of separating the impact of confounding from rescaling when comparing conditional and unconditional parameter estimates in nonlinear probability models such as the logit and probit. In this note, we show that the same estimates...

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المؤلفون الرئيسيون: Breen, R, Karlson, K, Holm, A
التنسيق: Journal article
منشور في: SAGE Publications 2018
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author Breen, R
Karlson, K
Holm, A
author_facet Breen, R
Karlson, K
Holm, A
author_sort Breen, R
collection OXFORD
description The Karlson–Holm–Breen (KHB) method has rapidly become popular as a way of separating the impact of confounding from rescaling when comparing conditional and unconditional parameter estimates in nonlinear probability models such as the logit and probit. In this note, we show that the same estimates can be obtained in a somewhat different way to that advanced by Karlson, Holm, and Breen in their original article and implemented in the user-written Stata command khb. While the KHB method and this revised KHB method both work by holding constant the residual variance of the model, the revised method makes comparisons across multiple nested models easier than the original method.
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spelling oxford-uuid:3522f94e-dd91-4d35-bc5c-446d8379e8e32022-03-26T13:30:14ZA note on a reformulation of the KHB methodJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:3522f94e-dd91-4d35-bc5c-446d8379e8e3Symplectic Elements at OxfordSAGE Publications2018Breen, RKarlson, KHolm, AThe Karlson–Holm–Breen (KHB) method has rapidly become popular as a way of separating the impact of confounding from rescaling when comparing conditional and unconditional parameter estimates in nonlinear probability models such as the logit and probit. In this note, we show that the same estimates can be obtained in a somewhat different way to that advanced by Karlson, Holm, and Breen in their original article and implemented in the user-written Stata command khb. While the KHB method and this revised KHB method both work by holding constant the residual variance of the model, the revised method makes comparisons across multiple nested models easier than the original method.
spellingShingle Breen, R
Karlson, K
Holm, A
A note on a reformulation of the KHB method
title A note on a reformulation of the KHB method
title_full A note on a reformulation of the KHB method
title_fullStr A note on a reformulation of the KHB method
title_full_unstemmed A note on a reformulation of the KHB method
title_short A note on a reformulation of the KHB method
title_sort note on a reformulation of the khb method
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