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Re: st: standard error for estimated risk difference from logit model


From   Tim Wade <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: standard error for estimated risk difference from logit model
Date   Fri, 4 Mar 2005 09:54:12 -0500

Joseph, thanks much-- I have tried the identity link and it does
produce nearly identical results as the logit model, although the
logit tends to fit the data *slightly* better.  But I think the glm
approach is a better way to go to get the ARs. Thanks, Tim



On Fri, 04 Mar 2005 13:12:10 +0900, Joseph Coveney
<jcoveney@bigplanet.com> wrote:
> Tim Wade wrote:
> 
> 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?
> 
> ----------------------------------------------------------------------------
> 
> Why not get them directly by changing the link function?
> 
> Currently:  -glm . . . , family(binomial) link(logit)-
> 
> Recommendation:  -glm . . . , family(binomial) link(identity)-
> 
> Joseph Coveney
> 
> 
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