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st: standard error for estimated risk difference from logit model


From   Tim Wade <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: standard error for estimated risk difference from logit model
Date   Thu, 3 Mar 2005 15:38:38 -0500

Hello statalisters:

I have estimated probabilities for two groups (e.g., exposed and
unexposed)  using the "adjust" command after a logistic regression,
holding several other covariates to their mean or other specified
values. The main exposure varies among individuals and is continuous. 
I would like to estimate the risk difference for these each individual
(p_exposed-p_unexposed) and the  confidence limit for this estimate.
P_unexposed is constant for all unexposed. The risk difference is no
problem, simply p_exposed-p_unexposed but I can't  figure out how to
get the confidence limits or standard error. A partial line listing of
the predicted values follows, xse is the standard error of the linear
predictor (not of the probability). The only other option I could
think of would be to manually input the mean and other values get the
estimates and their ci's using predictnl. Does anyone have any other
suggestions? Thanks much, Tim

      +--------------------------------------------+
       |      xse      pexposed    punexposed          rd|
       |--------------------------------------------|
 6723. | .0398789   .0903156   .0657542    .0245614 |
 6724. | .0305243   .0843028   .0657542    .0185485 |
 6725. | .0305078   .0845024   .0657542    .0187482 |
 6726. | .0387372   .0898956   .0657542    .0241414 |
 6727. | .0514583   .0940445   .0657542    .0282903 |
       |--------------------------------------------|
 6728. | .0317862   .0825899   .0657542    .0168356 |
 6729. | .0333452    .081623   .0657542    .0158687 |
 6730. | .0412409   .0907973   .0657542     .025043 |
 6731. |  .031887   .0825144   .0657542    .0167601 |
 6732. |  .031646   .0826999   .0657542    .0169456 |
       |--------------------------------------------|
 6733. | .0646825   .0978708   .0657542    .0321165 |
 6734. | .0308402   .0835395   .0657542    .0177852 |
 6735. |  .032705   .0871379   .0657542    .0213836 |
 6736. | .0450769    .092074   .0657542    .0263198 |
 6737. | .0773924    .101446   .0657542    .0356918 |
       |--------------------------------------------|
 6738. | .0691182   .0991227   .0657542    .0333685 |
 6739. | .0319578   .0824629   .0657542    .0167086 |
 6740. | .0409456   .0787344   .0657542    .0129802 |
 6741. | .0308616   .0835082   .0657542     .017754 |
 6742. | .0317862   .0825899   .0657542    .0168356 |
       |--------------------------------------------|
 6743. | .0427944   .0913264   .0657542    .0255721 |
 6744. | .0319578   .0824629   .0657542    .0167086 |
 6745. | .0305152    .084671   .0657542    .0189167 |
 6746. | .0360888   .0803978   .0657542    .0146436 |
 6747. | .0441936   .0777828   .0657542    .0120286 |
       |--------------------------------------------|
 6748. | .0320302   .0824114   .0657542    .0166572 |
 6749. | .0328664    .081885   .0657542    .0161308 |
 6750. | .0310857   .0858377   .0657542    .0200834 |
 6751. | .0334266   .0875607   .0657542    .0218065 |
 6752. | .0306719   .0838315   .0657542    .0180772 |
       |--------------------------------------------|
 6753. |  .032705   .0871379   .0657542    .0213836 |
 6754. | .1031885   .0653001   .0657542   -.0004541 |
 6755. | .0773924    .101446   .0657542    .0356918 |
 6756. | .0373729   .0799165   .0657542    .0141622 |
 6757. | .0374146   .0893851   .0657542    .0236308 |
       |--------------------------------------------|
 6758. | .0323203   .0822162   .0657542     .016462 |
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