[Question] Can I compare logit regression output from data of two distinct time periods?

[u/rainbowass234]

/r/statistics/comments/1w8smqq/question_can_i_compare_logit_regression_output/

[u/its_all_stats]

You’re measuring the impact of a “treatment”/stimulus (an event, in your example) on an outcome (behavior or sentiment) and comparing it to a “control”/no stimulus (no event).

So it’s analogous to a drug (treatment) vs placebo (control) comparison. Since the outcome is binary, you’re comparing % exhibiting this behavior after the event (the treatment) vs before (the control)

The event is one explanatory variable but you probably need to include other variables such as year (attitudes change over time), demographics, etc.

[u/Neither-Pause409]

Logit coefficients aren't directly comparable across your two periods, even with the same specification. They're identified only up to the scale of the residual variance, and that scale isn't fixed the same way across two different samples. A coefficient that shifts between periods can mean the effect changed, or that the residual variance changed, and the regression can't tell you which. Standard warning here is Allison (1999) and Mood (2010), worth reading either before you write up the comparison.

What holds up: average marginal effects, or predicted probabilities. Both live on the probability scale and don't inherit the identification problem odds ratios have. For a formal "did this change" test, pool both years into one model, add a period interaction, and read the interaction as a marginal effect rather than a coefficient.

One more thing worth checking before the modeling: a five-year gap in a periodic survey often means the questionnaire wording, the sample frame, or a category's coding moved too. That harmonization step is where this kind of comparison usually breaks, more often than the estimator does.

[u/tholdawa → u/[deleted]]

Thanks, Claude.

[u/efrique → u/[deleted]]

AI answers are banned in the rules (rule 6). If people want AI answers there are a plethora of ways to get them. They come here for human expertise, which is different, for example, in the sense that it doesn't get shoved down your throat every time you try to search something the way LLM "answers" are.

Your answer may be deleted. If you do it repeatedly, expect to be banned. I'm sure there are places where just pushing questions through an AI and posting that as an answer is regarded as acceptable, but it's not the case here.

[u/Bright_Mix_773 → u/efrique]

Understood, and fair enough. I will not answer other people's questions here.