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Re: 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   Re: st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?
Date   Thu, 11 Apr 2013 21:17:42 -0400

Thank you!

On Thu, Apr 11, 2013 at 9:54 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> This blog entry by Paul Allison may help.
>
> http://www.statisticalhorizons.com/logistic-regression-for-rare-events
>
> Allison says, in part, "The problem is not specifically the rarity of
> events, but rather the possibility of a small number of cases on the rarer
> of the two outcomes.  If you have a sample size of 1000 but only 20 events,
> you have a problem. If you have a sample size of 10,000 with 200 events, you
> may be OK. If your sample has 100,000 cases with 2000 events, you're
> golden."
>
> Also, I assume you are talking about Gary King's relogit program here:
>
> http://gking.harvard.edu/relogit
>
> The Stata version hasn't been updated in ages. Perhaps there are better
> options now. Based on Allison's blog, perhaps the -firthlogit- command
> available from SSC would be another option.
>
>
> At 06:20 PM 4/11/2013, Sheila Vakharia wrote:
>>
>> 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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>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
>
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