REG2LOGIT: Stata module to approximate logistic regression parameters using OLS linear regression

Paul T. von Hippel (), Richard Williams () and Paul Allison ()
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Paul T. von Hippel: University of Texas at Austin
Richard Williams: University of Notre Dame
Paul Allison: University of Pennsylvania

Statistical Software Components from Boston College Department of Economics

Abstract: reg2logit estimates the parameters of a logistic regression of yvar on xvars by transforming OLS estimates of the linear regression of yvar on xvars. Factor xvars are allowed. The transformation formula, first derived by Haggstrom (J.Bus.Econ.Stat., 1983), is discussed by Allison (2020). The transformed OLS estimates are fully efficient estimates of the logistic regression under the assumption that the xvars are multivariate normal conditionally on the value of the yvar. If the xvars are in fact conditionally multivariate normal, then the estimates produced by reg2logit are more efficient than the "distribution-free" estimates produced by the logit command, which assume nothing about the distribution of the xvars.

Language: Stata
Requires: Stata version 12
Keywords: logit; logistic regression; OLS regression (search for similar items in EconPapers)
Date: 2020-11-05
Note: This module should be installed from within Stata by typing "ssc install reg2logit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/r/reg2logit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reg2logit.sthlp help file (text/plain)

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