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?
Michael
The trouble is that you are computing a quantity (RRR) that is
"non-standard" (ie, non-linear) from the logistic regression model.
