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st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?


From   Sheila Vakharia <svakh002@fiu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?
Date   Thu, 11 Apr 2013 19:20:26 -0400

Hello Stata Users,

It had been recommended to me that I conduct Rare Events Logistic
Regression in order to confirm the outcome of my standard Logistic
Regression because I had a rare event (5%).

What I have found is that all of the coefficients from Logistic
Regression and the Rare Events Logistic Regression are exactly the
same. However, everything else has changed. Due to the robust standard
error in the ReLogit, my 95% confidence intervals are much larger now
and many variables are no longer statistically significant. Prior to
this, ALL of my variables were statistically significant.

I have documented all of the results in my write-up and they are all
illustrated in tables. However, my question is: Which results do I
really give weight to? Do I stand by my preliminary Logit outcomes? Do
I give priority to the ReLogit outcomes?

Thank you for your consideration,

Sheila
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