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Re: st: - xtlogit- and predictnl


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: - xtlogit- and predictnl
Date   Wed, 17 Aug 2011 15:49:05 +0200

On Wed, Aug 17, 2011 at 3:34 PM, Ricardo Ovaldia wrote:
> predictnl or = exp(_b[1.group] + _b[1.group#c.year]*c.year), ci(lb ub) p(pval)
>
> but included the extra optiop -p()- to obtain p-values
>
> My question is why do the pvalues and the CI do not agree?
> It seems like the CI are incorrect. They are not symmetric in the log-scale.

I guess that the null-hypothesis is that the odds ratio equals 0,
which does not make sense in this case, but how is Stata supposed to
know that our expression happens to be an odds ratio? The confidence
interval is symmetric in the or scale rather than the log(or) scale
because -predictnl- just applies the delta method on our expression to
get the standard errors and than moves on to use these to compute
confidence intervals.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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