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st: Stratify analysis - logistic regression with dummies


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Stratify analysis - logistic regression with dummies
Date   Wed, 4 Jun 2008 07:14:43 -0700 (PDT)

I am confused by some of the result that I got. I will illustrate using Hosmer & Lemeshow' low weight data:

. use http://www.stata-press.com/data/r10/lbw.dta
(Hosmer & Lemeshow data)

if I fit

. xi:logistic low i.race

and then fit

. xi:logistic low i.race if race==1 | race==2

and

. xi:logistic low i.race if race==1 | race==3

I get the same OR for  _Irace_2  and _Irace_3 as I do for the full model. This is as expected because the dummies are ortogonal to each other.

However, when a covariate is added to the model, the same is not true anymore:

 
. xi:logistic low i.race age

         low | Odds Ratio   Std. Err.      z    P>|z|  [95% Conf. Interval]
-------------+-------------------------------------------------------------
    _Irace_2 |   2.106974   .9932407     1.58   0.114   .8363679  5.307878
    _Irace_3 |   1.767748   .6229325     1.62   0.106   .8860686  3.526738
         age |   .9612592   .0311206    -1.22   0.222   .9021588  1.024231
---------------------------------------------------------------------------

. xi:logistic low i.race age if race==1 | race==2

---------------------------------------------------------------------------
         low | Odds Ratio   Std. Err.      z    P>|z|  [95% Conf. Interval]
-------------+-------------------------------------------------------------
    _Irace_2 |   2.155207   1.021287     1.62   0.105    .8513944  5.45566
         age |   .9705512   .0376446    -0.77   0.441    .8995039  1.04721
---------------------------------------------------------------------------

. xi:logistic low i.race age if race==1 | race==3

---------------------------------------------------------------------------
         low | Odds Ratio   Std. Err.      z    P>|z|  [95% Conf. Interval]
-------------+-------------------------------------------------------------
    _Irace_3 |   1.724551   .6098827     1.54   0.123    .8622856  3.449063
         age |   .9440875   .0340586    -1.59   0.111    .8796392  1.013258
---------------------------------------------------------------------------


There is no missing data.


I am very confused about which OR to reports and what are the differences in these models. I was not expecting these results.

Thank you in advance,
Ricardo.


Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK




      
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