Abstract

http://ssrn.com/abstract=1730065
 
 

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Total, Direct, and Indirect Effects in Logit Models


Richard Breen


Yale University

Kristian Bernt Karlson


SFI - The Danish National Centre for Social Research; Department of Education, Aarhus University

Anders Holm


Aarhus University

April 11, 2011

Breen, R., Karlson, K.B., & Holm, A. 2013. "Total, Direct, and Indirect Effects in Logit and Probit Models." Sociological Methods & Research 42(2):164-191. [doi: 10.1177/0049124113494572]

Abstract:     
It has long been believed that the decomposition of the total effect of one variable on another into direct and indirect effects, while feasible in linear models, is not possible in non-linear probability models such as the logit and probit. In this paper we present a new and simple method that resolves this issue for single equation models and extends almost all the decomposition features of linear models to binary non-linear probability models such as the logit and probit. Drawing on the derivations in Karlson, Holm, and Breen (2011), we demonstrate that the method can also be used to decompose average partial effects, as defined by Wooldridge (2002). We present the method graphically and illustrate it using the National Educational Longitudinal Study of 1988.

Keywords: logit, probit, total effects, decomposition, indirect effects, direct effects

JEL Classification: C25, C19

Accepted Paper Series


Not Available For Download

Date posted: December 24, 2010 ; Last revised: September 29, 2013

Suggested Citation

Breen, Richard and Karlson, Kristian Bernt and Holm, Anders, Total, Direct, and Indirect Effects in Logit Models (April 11, 2011). Breen, R., Karlson, K.B., & Holm, A. 2013. "Total, Direct, and Indirect Effects in Logit and Probit Models." Sociological Methods & Research 42(2):164-191. [doi: 10.1177/0049124113494572]. Available at SSRN: http://ssrn.com/abstract=1730065

Contact Information

Richard Breen
Yale University ( email )
New Haven, CT 06520
United States
Kristian Bernt Karlson (Contact Author)
SFI - The Danish National Centre for Social Research ( email )
Herluf Trolles Gade 11
DK-1052
Copenhagen K, DK-1052
Denmark
HOME PAGE: http://www.sfi.dk
Department of Education, Aarhus University ( email )
Tuborgvej 164
Copenhagen NV, DK-2400
Denmark
HOME PAGE: http://www.au.dk
Anders Holm
Aarhus University ( email )
Turborgvej 164
Copenhagen, Copenhagen 2400
Denmark
88889960 (Phone)
HOME PAGE: http://www.dpu.dk
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