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Re: st: RRR with CI from logit model

From   Michael Ingre <[email protected]>
To   [email protected]
Subject   Re: st: RRR with CI from logit model
Date   Tue, 2 Nov 2004 18:42:42 +0100

On 2004-11-02, at 18.19, Constantine Daskalakis wrote:

Look at the estimates and estimated standard errors for the different situations in your example. You'll probably find that the estimated RRR increases but its estimated standard error goes to hell (increases much more). This is a problem with Wald-type tests that has been pointed out before (eg, see Hauck & Donner, JASA 1977, w/ corrrection in 1980). The delta method (especially for anti-log functions of coefficients) seems to exacerbate that.
Thank you, I think you got it. But what is the solution to the problem? Am I stuck with just OR? Is there a way to calculate RRRs with CIs directly from predicted probabilities with CIs instead?


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