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Re: st: logistic and logit and test


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: logistic and logit and test
Date   Tue, 13 Apr 2004 19:30:41 -0500

At 06:34 PM 4/13/2004 -0500, David Airey wrote:
All this has made me wonder whether the OR test is testing whether the OR is different from "1", whereas the test for the logit coefficient really is testing the coefficient being different from 0? Since exp(0) = 1, this suggests as much. But my question is that use of "test x" after either command produces the statement that x = 0 is the test.

Why am I confused?
To add to your confusion, note that when odds ratios are reported, z does NOT equal odds ratio/standard error. But, when coefficients are reported, z does equal coef/standard error.

Anyway, regardless of what is reported, the -test- command in your case is testing whether the coefficient for x significantly differs from 0. This is equivalent to testing whether the odds ratio = 1.

Incidentally, the -test- command is not considered the optimal way to test hypotheses in logistic regression. (If you are only testing whether a single parameter = 0, it also doesn't accomplish much, because the z value for the coefficient gives you the same info.) The -lrtest- command (which also requires the use of the -estimates store- command) is considered better. pp. 3 and 4 of the following handout give examples:

http://www.nd.edu/~rwilliam/xsoc593/lectures/l24.pdf



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