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Re: st: Standard Error in logit


From   Nick Winter <nw53@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Standard Error in logit
Date   Thu, 17 Feb 2005 09:03:27 -0500

This is documented in the Methods and Formulas section of the logistic entry in [R]. (Page 321 of the G-M Reference volume for Version 8.) The upshot is that if the OR = exp(b), then the (SE of OR) = (OR)*SE(b). (The reference manual for -logit- might with profit contain a cross-reference to this...)

This is an example of the Delta method; see

http://www.stata.com/support/faqs/stat/deltam.html

--Nick WInter


At 04:55 PM 2/16/2005 +0100, you wrote:

Does anyone know how Stata calculates the Standard Error in logistic regression (command logit) from the "coefficient" into "OR" form?
The estimated coefficient are trasformed to OR with the formula (e^b rather than b).
Empirically this is not true for SE.
Which is the trasformation for Standard Errors?
Thank You in Advance
Paolo Grillo

--



* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
Dott. Paolo Grillo
Specialista in NEFROLOGIA
Specialista in STATISTICA SANITARIA
Dipartimento MEDICINA del LAVORO
Centro Ricerca Epidemiologia Occupazionale, Clinica e Ambientale (EPOCA)
Tel 02/50320148
Tel 02/57992637
Fax 02/50320126
E-Mail paolo.grillo@guest.unimi.it



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--------------------------------------------------------
Nicholas Winter 607.255.8819 t
Assistant Professor 607.255.4530 f
Department of Government nw53@cornell.edu e
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Cornell University
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