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Re: st: - xtlogit- and predictnl


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: - xtlogit- and predictnl
Date   Wed, 17 Aug 2011 07:05:55 -0700 (PDT)

My mistake, you are correct Maarten, they should be symmetric, and they are, in the or scale. 

Okay, I think I got it. If I do not exp() the expression in -predictnl-, I will get the corret p-values.

Thank you again,
Ricardo

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK

Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Wed, 8/17/11, Maarten Buis <maartenlbuis@gmail.com> wrote:

> From: Maarten Buis <maartenlbuis@gmail.com>
> Subject: Re: st: - xtlogit- and predictnl
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, August 17, 2011, 8:49 AM
> 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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