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Re: st: RRR with CI from logit model


From   Michael Ingre <Michael.Ingre@ipm.ki.se>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RRR with CI from logit model
Date   Mon, 1 Nov 2004 15:07:25 +0100

On 2004-11-01, at 10.41, maartenbuis wrote:

Second, you can confidense intervals of relative risk
ratios with -nlcom-.
Thanks Maarten. Your suggestion seems to do the trick:

nlcom exp(81 * squared + 9 * linear + constant) / ///
(1 + exp(81 * squared + 9 * linear + constant)) / ///
exp(4 * squared + 2 * linear + constant) / ///
(1 + exp(4 * squared + 2 * linear + constant))

The above code gives the expected RRR for 9 vs. 2 on the scale. However, I was a bit disappointed with the statistical power. A linear combination (-lincom-) for the odds ratio was significant with p=.007 but the RRR was far from significant with p=.666.

I guess this is one reason why RRRs are seldom reported with this kind of models.

Michael

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