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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   Tue, 2 Nov 2004 20:05:15 +0100

On 2004-11-02, at 19.09, Constantine Daskalakis wrote:

The trouble is that you are computing a quantity (RRR) that is "non-standard" (ie, non-linear) from the logistic regression model.
Wald-type tests/CIs via the delta method often perform poorly.
I have a suggestion. If data is non-linear, why not log-transform it before the wald test? Using the auto.dta I posted earlier it would look like this:

sysuse auto
logit foreign length

// RRR for length=1 vs length=10
nlcom ln((exp(1 * _b[length] + _cons) / (1+ exp(1 * _b[length] + _cons))) / ///
(exp(10 * _b[length] + _cons) / (1+ exp(10 * _b[length] + _cons)))) //


// RRR for length=1 vs length=100
nlcom ln((exp(1 * _b[length] + _cons) / (1+ exp(1 * _b[length] + _cons))) / ///
(exp(100 * _b[length] + _cons) / (1+ exp(100 * _b[length] + _cons)))) //


The estimates would then have to be exponentiated to describe RRRs with CIs. On my data this gives very reasonable estimates.

Any comments?

Michael







------------------------------------------------
Michael Ingre , PhD student & Research Associate
Department of Psychology, Stockholm University &
National Institute for Psychosocial Medicine IPM
Box 230, 171 77 Stockholm, Sweden

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