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(Ignore my previous reply I found it myself). To be fair to the authors, it is not their primary specification, that was a linear probability model. The logit m
by selectionbias 6y ago
(Ignore my previous reply I found it myself). To be fair to the authors, it is not their primary specification, that was a linear probability model. The logit model is just a robustness check to make sure the linearity assumption isn't driving the results.
- gwern 6y agoWhen your robustness check fails because of numerical overflow...
- ims 6y agoYes, the primary specification was a linear probability model for the likelihood of a binary dependent variable conditioned on two binary input variables. As far as I could tell, the fit was max likelihood without regularization and the paper's bombshell conclusion was based on the regression coefficients' p-values. The Stata thing was just one of many, many red flags.