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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