Call:
hetglm(formula = health ~ ethnicity + gender + religion + religiousness +
church + erameans + erasupport | pros * cons + importance + information +
firmness, data = AbortionAmbivalence)
Deviance residuals:
Min 1Q Median 3Q Max
-3.8070 0.1287 0.2870 0.4568 1.0023
Coefficients (binomial model with probit link):
Estimate Std. Error z value Pr(>|z|)
(Intercept) 2.54783 0.50063 5.089 3.59e-07 ***
ethnicityafam -0.51181 0.16059 -3.187 0.001437 **
gendermale -0.07924 0.12267 -0.646 0.518342
religioncatholic -0.52051 0.15352 -3.390 0.000698 ***
religiousness -0.39103 0.21914 -1.784 0.074361 .
church -1.03817 0.28450 -3.649 0.000263 ***
erameansyes -0.01783 0.19842 -0.090 0.928395
erasupport 0.32614 0.20229 1.612 0.106914
Latent scale model coefficients (with log link):
Estimate Std. Error z value Pr(>|z|)
pros -0.139936 0.083166 -1.683 0.09245 .
cons 0.168879 0.095989 1.759 0.07852 .
importance 0.005134 0.150177 0.034 0.97273
information 0.371232 0.130880 2.836 0.00456 **
firmness -0.370524 0.172109 -2.153 0.03133 *
pros:cons -0.043997 0.045827 -0.960 0.33702
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Log-likelihood: -312.5 on 14 Df
LR test for homoscedasticity: 47.75 on 6 Df, p-value: 1.328e-08
Dispersion: 1
Number of iterations in nlminb optimization: 15
Call:
hetglm(formula = health ~ ethnicity + gender + religion + religiousness +
church + erameans + erasupport | pros * cons + importance + information +
firmness, data = AbortionAmbivalence, method = "BFGS", hessian = TRUE)
Deviance residuals:
Min 1Q Median 3Q Max
-3.8071 0.1287 0.2870 0.4568 1.0023
Coefficients (binomial model with probit link):
Estimate Std. Error z value Pr(>|z|)
(Intercept) 2.54784 0.48612 5.241 1.6e-07 ***
ethnicityafam -0.51181 0.16408 -3.119 0.001813 **
gendermale -0.07923 0.12507 -0.634 0.526400
religioncatholic -0.52051 0.15130 -3.440 0.000581 ***
religiousness -0.39103 0.21941 -1.782 0.074715 .
church -1.03816 0.27481 -3.778 0.000158 ***
erameansyes -0.01783 0.19901 -0.090 0.928610
erasupport 0.32614 0.20831 1.566 0.117442
Latent scale model coefficients (with log link):
Estimate Std. Error z value Pr(>|z|)
pros -0.139939 0.076294 -1.834 0.06662 .
cons 0.168878 0.098420 1.716 0.08618 .
importance 0.005138 0.144243 0.036 0.97158
information 0.371236 0.133487 2.781 0.00542 **
firmness -0.370525 0.171330 -2.163 0.03057 *
pros:cons -0.043997 0.044412 -0.991 0.32186
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Log-likelihood: -312.5 on 14 Df
LR test for homoscedasticity: 47.75 on 6 Df, p-value: 1.328e-08
Dispersion: 1
Number of iterations in BFGS optimization: 21
## Alvarez and Brehm (1995), Table 1, p. 1069
## (see also Altman and McDonald, 2003, Supplement, Tables 4-10)
tab1 <- sapply(names(AbortionAmbivalence)[1:7], function(x) {
f <- as.formula(paste(x,
"~ ethnicity + gender + religion + religiousness + church + erameans + erasupport",
"| pros * cons + importance + information + firmness"))
f0 <- as.formula(paste(x, "~ 1"))
m <- hetglm(f, data = AbortionAmbivalence)
m0 <- hetglm(f0, data = model.frame(m))
c(Percent_yes = as.vector(100 * prop.table(table(AbortionAmbivalence[[x]]))["yes"]),
coef(m)[c(1:10, 14, 11:13)],
Heteroscedasticity = as.vector(summary(m)$lrtest[1]),
N = nobs(m),
Goodness_of_fit = 2 * as.vector(logLik(m) - logLik(m0))
)
})
round(tab1, digits = 2) health rape defect poor nomore single any
Percent_yes 90.39 83.90 82.14 48.96 45.83 45.52 38.52
(Intercept) 2.55 1.92 2.02 0.09 0.03 0.11 -0.07
ethnicityafam -0.51 -0.47 -0.54 -0.09 -0.11 -0.23 -0.15
gendermale -0.08 -0.21 -0.21 -0.04 -0.02 -0.06 -0.13
religioncatholic -0.52 -0.15 -0.33 0.01 0.02 -0.03 0.05
religiousness -0.39 -0.17 -0.51 -0.17 -0.13 -0.18 -0.22
church -1.04 -0.99 -0.91 -0.35 -0.43 -0.47 -0.79
erameansyes -0.02 -0.14 0.01 0.10 0.09 0.09 0.12
erasupport 0.33 0.12 0.40 0.22 0.31 0.31 0.51
(scale)_pros -0.14 -0.19 -0.06 -0.25 -0.26 -0.34 -0.22
(scale)_cons 0.17 0.20 0.37 -0.50 -0.58 -0.41 -0.48
(scale)_pros:cons -0.04 -0.03 -0.09 0.19 0.25 0.21 0.22
(scale)_importance 0.01 0.17 -0.14 -0.16 -0.18 -0.24 -0.30
(scale)_information 0.37 -0.13 0.05 -0.32 -0.28 -0.28 0.68
(scale)_firmness -0.37 -0.58 -0.61 0.60 0.47 1.81 0.63
Heteroscedasticity 47.75 46.66 41.21 12.55 19.89 27.16 25.87
N 1312.00 1302.00 1294.00 1291.00 1289.00 1293.00 1295.00
Goodness_of_fit 126.12 173.65 181.27 142.34 182.86 193.55 180.91
if(require("AER")) {
## compare Wald tests with different types of standard errors
coeftest(ab_health)
coeftest(ab_health2)
coeftest(ab_health, vcov = sandwich)
coeftest(ab_health2, vcov = sandwich)
coeftest(ab_health, vcov = vcovOPG)
coeftest(ab_health2, vcov = vcovOPG)
ab_health_tstat <- cbind(
"A-Info" = coeftest(ab_health)[,3],
"N-Info" = coeftest(ab_health2)[,3],
"A-Sandwich" = coeftest(ab_health, vcov = sandwich)[,3],
"N-Sandwich" = coeftest(ab_health2, vcov = sandwich)[,3],
"A-OPG" = coeftest(ab_health, vcov = vcovOPG)[,3],
"N-OPG" = coeftest(ab_health2, vcov = vcovOPG)[,3]
)
round(ab_health_tstat, digits = 3)
} A-Info N-Info A-Sandwich N-Sandwich A-OPG N-OPG
(Intercept) 5.089 5.241 4.485 5.026 5.092 5.092
ethnicityafam -3.187 -3.119 -2.955 -3.017 -2.983 -2.983
gendermale -0.646 -0.634 -0.672 -0.672 -0.575 -0.575
religioncatholic -3.390 -3.440 -3.246 -3.579 -3.124 -3.124
religiousness -1.784 -1.782 -1.566 -1.652 -1.790 -1.790
church -3.649 -3.778 -3.216 -3.742 -3.513 -3.513
erameansyes -0.090 -0.090 -0.088 -0.092 -0.083 -0.083
erasupport 1.612 1.566 1.570 1.590 1.403 1.403
(scale)_pros -1.683 -1.834 -1.176 -1.519 -2.047 -2.047
(scale)_cons 1.759 1.716 1.488 1.551 1.740 1.740
(scale)_importance 0.034 0.036 0.027 0.033 0.035 0.035
(scale)_information 2.836 2.781 2.386 2.769 2.495 2.495
(scale)_firmness -2.153 -2.163 -1.902 -2.161 -1.946 -1.946
(scale)_pros:cons -0.960 -0.991 -0.761 -0.875 -1.047 -1.047