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Re: st: RE: Stata list example - use of the margins command


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Stata list example - use of the margins command
Date   Fri, 9 Dec 2011 12:17:41 +0100

On Thu, Dec 8, 2011 at 11:42 PM, Peter Baade wrote:
> However on further examination of nlcom command, and reading the online stata manual, I'm not sure that nlcom is the idea method for calculating confidence intervals for odds ratios following the margins command. This is noted on page 1208 of the stata manual (nlcom), in which they say that while the exponential coefficients are identical, the calculated confidence intervals are not, probably due to the nlcom using asymptotically-equivalent calculations for the CIs.

Of course, if you estimated a -logit- model, you should use the -or-
option in -logit- to get the odds ratios and their confidence
intervals and avoid -margins- altogether, if only because it is a lot
less work (and thus less possibility of making a mistake). The example
I gave a couple of months ago had a very specific aim; it was intended
to show that in a logit model the odds ratio is constant regardless of
at which value you evaluate it. That example was not intended to show
how to compute confidence intervals for odds ratios.

As I said in my previous response the confidence intervals produced by
-nlcom- and -logit- will differ a bit and the reason for those
differences is explained here:
<http://www.stata.com/support/faqs/stat/2deltameth.html>. Both the
confidence intervals of -nlcom- and -logit- rely on asymptotic
arguments, in the link above StataCorp gives an informal argument of
why they expect that the method used by -logit- will work good enough
with smaller samples than the method used by -nlcom-.

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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