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st: Interaction in Generalized Ordered Logistic regression_gologit2 (ORs and CIs)


From   Sanam P <sanamp25@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interaction in Generalized Ordered Logistic regression_gologit2 (ORs and CIs)
Date   Wed, 18 May 2011 02:29:52 -0700 (PDT)

Dear Stata list

I have done a partial proportional odds regression (Generalized Ordered Logistic 
Regression) using gologit2 command with most of categorical variables having 
more than 2 categories:

xi: gologit2   y  i.a   i.b  i.c, autofit(0.01) lrforce or

 I would like to include interaction terms between one of the covariates which 
has 2 categories with other covariates in the model.

Like other regression models I have tested for significance of the interactions 
using Likelihood Ratio tests:

e.g.:
xi: gologit2   y  i.a *i.b  i.c, autofit(0.01) lrforce or
 eststore A
xi: gologit2   y  i.a i.b  i.c, autofit(0.01) lrforce or
 eststore B
 lrtestA B

 For the interactions that are significant, I would like to have the ORs and 
Confidence intervals for the effect of variables included in the interaction in 
each panel.

In other regression models it is possible to calculate for example Hazards 
Ratios and confidence intervals for the interactions, using Lincom command.

for example for the effect of age in stages 2 and 3 of cancer (Hrs and CIs), 
after running the model using stcox:
**effect of age for stage 2
 lincom age+ _IstaXage_d_2,hr
**effect of age for stage 3
 lincom age+ _IstaXage_d_3,hr

However in Generalized Ordered model there are more than one OR for each 
covariate (depending on the number of levels of the outcome variable which will 
determine number of the panels), and lincom command will give only one OR and 
one CI for each variable's effect..

I would really appreciate it if you could help me on how I can have the ORs and 
CIs for the effect of the variables included in the interaction terms for all 
the panels in the generalized Ordered Logistic model in stata 11.

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