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Re: st: logistic and logit and test
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.
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.
Why am I confused?
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:
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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