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Re: st: Binomial regression


From   Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Binomial regression
Date   Thu, 02 Aug 2007 16:28:04 -0400

No argument about logistic regression. But that gives you odds ratios. What if you want risk differences instead?

There are several good reasons why we might want binomial regression (RD) instead of logistic regression (OR):

(i) Easier conceptual interpretation (RD vs. OR).

(ii) Causal effects interpretation (the RD can have it, but not the OR).

(iii) Effects of independent variables may be more additive on the original risk scale rather than on the log-odds scale (thus, logistic regression would need lots of interaction terms to get a good fit).

(iv) Because the reviewer/editor/boss fancies it.

By the way, there is no inherently "more appropriate" link function for a particular type of outcome. It's just that some are technically easier than others.

Best,
CD



On 8/2/2007 3:07 PM, Maarten buis wrote:

This may be a silly question, but why are you using the identity link?
It is not very appropriate for a binary dependent variable since it
will eventually lead to prediction outside the allowable range, and
apperently there are also problems with getting the model to converge.
Logit and probit links will converge in no time in Stata (probably also
in SAS), and are more appropriate for binary dependent variables.

Maarten



-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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Constantine Daskalakis, ScD
Assistant Professor,
Thomas Jefferson University, Division of Biostatistics
   1015 Chestnut St., Suite M100, Philadelphia, PA 19107
   Tel: 215-955-5695
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   Email: c_daskalakis@mail.jci.tju.edu
   Webpage: http://www.jefferson.edu/clinpharm/biostatistics/


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