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From |
Leonelo Bautista <lebautista@wisc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: RRR with CI from logit model |

Date |
Tue, 02 Nov 2004 12:02:32 -0600 |

I understand you can get the log of the risk for each group (lnR1 and lnR2, for example) and their corresponding standard errors (se_lnR1 and se_lnR2). Consider the following approach: a) Get a large number of values from the distribution of the risk in each group using the -uniform- function: gen A = lnR1 + se_lnR1 * invnorm(uniform()) gen B = lnR2 + se_lnR2 * invnorm(uniform()) b) Calculate the relative risk using A and B gen rrisk=A/B c) get the values corresponding to the 0.025 and 0.975 percentiles of the distribution of "rrisk" local l025 = .025 * _N local u025 = .975 * _N These two values should correspond to a 95% confidence interval for the relative risk. Maybe other members of the list could comment on the appropriateness of this approach. I hope this help, Leonelo Bautista -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael Ingre Sent: Tuesday, November 02, 2004 11:43 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RRR with CI from logit model On 2004-11-02, at 18.19, Constantine Daskalakis wrote: > Look at the estimates and estimated standard errors for the different > situations in your example. You'll probably find that the estimated > RRR increases but its estimated standard error goes to hell (increases > much more). This is a problem with Wald-type tests that has been > pointed out before (eg, see Hauck & Donner, JASA 1977, w/ corrrection > in 1980). The delta method (especially for anti-log functions of > coefficients) seems to exacerbate that. Thank you, I think you got it. But what is the solution to the problem? Am I stuck with just OR? Is there a way to calculate RRRs with CIs directly from predicted probabilities with CIs instead? Michael * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RRR with CI from logit model***From:*Michael Ingre <Michael.Ingre@ipm.ki.se>

**References**:**Re: st: RRR with CI from logit model***From:*Michael Ingre <Michael.Ingre@ipm.ki.se>

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