Re: st: Standard Error in logit

[Nick Winter <nw53@cornell.edu>]

This is documented in the Methods and Formulas section of the logistic 
entry in [R].  (Page 321 of the G-M Reference volume for Version 8.)  The 
upshot is that if the OR = exp(b), then the (SE of OR) = (OR)*SE(b).  (The 
reference manual for -logit- might with profit contain a cross-reference to 
this...)

This is an example of the Delta method; see

http://www.stata.com/support/faqs/stat/deltam.html

--Nick WInter


At 04:55 PM 2/16/2005 +0100, you wrote:

> Does anyone know how Stata calculates the Standard Error in logistic 
> regression (command logit) from the "coefficient" into "OR" form?
> The estimated coefficient are trasformed to OR with the formula (e^b 
> rather than b).
> Empirically this is not true for SE.
> Which is the trasformation for Standard Errors?
> Thank You in Advance
> Paolo Grillo
>
> --
>
>
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> Specialista in STATISTICA SANITARIA
> Dipartimento MEDICINA del LAVORO
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