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Re: st: Problem recreating SE and CI using e(V) from logistic, stcox etc


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem recreating SE and CI using e(V) from logistic, stcox etc
Date   Thu, 29 Apr 2010 11:16:59 -0400

The standard error reported by -logistic- for the OR is the delta
method estimate.  The standard error given in V is for b = log(OR)

se(exp(b)) ~ exp(b) x se(b)  = .06169749

Steve
______
sysuse auto, clear
logistic foreign mpg
matrix B=e(b)
matrix V=e(V)
matrix list B
matrix list V
local or=exp(B[1,1])
local se=sqrt(V[1,1])
noi dis "OR=`or' SE=`se' 95%CI=`cilo' `cihi'"

di `or'*`se'
__________



On Thu, Apr 29, 2010 at 10:51 AM, Lee, William <william.lee@kcl.ac.uk> wrote:
> Dear Statalisters,
>
> I am wanting to extract figures from a regression model, but find large differences between the SE as calculated from the variance covariance matrix and that which appears in the output. First using stcox, and since replicated in logistic. What is odd is that the CIs (calculated from my SE) agree to many decimal places with each other. Simple example using auto, below:
>
> sysuse auto, clear
> logistic foreign mpg
> qui {
> matrix B=e(b)
> matrix V=e(V)
> matlist B
> matlist V
> local or=exp(B[1,1])
> local se=sqrt(V[1,1])
> local cihi=exp(B[1,1]+1.96*`se')
> local cilo=exp(B[1,1]-1.96*`se')
> noi dis "OR=`or' SE=`se' 95%CI=`cilo' `cihi'"
> }
>
> I have found Maarten Buis' "Where did my p-values go?", and a short statalist correspondence here:
>
> http://www.stata.com/statalist/archive/2009-01/msg01090.html
>
> The correspondence seems to be about the same issue but it does not appear to be resolved.
>
> Can anyone know of an explanation for this?
>
> Thanks for your consideration,
>
> Will
>
> Dr William Lee BSc MBChB MRCPsych MSc,
> MRC Training Fellow,
> General Hospital Psychiatry,
> Department of Psychological Medicine,
> Institute of Psychiatry,
> Weston Education Centre,
> 10 Cutcombe Rd,
> London,
> SE5 9RJ
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

*
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*   http://www.stata.com/support/statalist/faq
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