Re: st: interpretation of exponentiated coefficients

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 10:48 AM 7/1/2005 +0100, Barbara A Willey wrote:
> I wonder if anyone may be able to help/comment...
>
> Due to low prevalence of my outcome I used a complementary log log
> transformation of my data.
>
> Regression can still be carried out (cloglog command) but this give
> coefficients not odds ratios.
> A display of odds ratios and 95%CI can be obtained using the exponentiated
> coefficients (ereturn display, eform ("OR")).
>
> However, I am not sure if this can be interpreted in the same way as odds
> ratios, Stata help also described it as a hazard ratio.
>
> Can anyone advise on how to interpret results in this format?
I can't answer your specific question, but can only note that there is a 
history of questions like this and this isn't the first time there has been 
confusion over such matters.  There was a somewhat related discussion a few 
months ago; in particular see Roberto G. Gutierrez's comment at

http://www.stata.com/statalist/archive/2005-04/msg00678.html

Different Stata programs use different terms (odds ratio, relative risk 
ratio, etc.) for the same mathematical transformation (exponentiating the 
coefficient).  This has to do with the proper interpretation of the 
transformation (although, as Roberto points out, other software packages 
just always call it "odds ratio" or generically "exp(b)").

In the case of cloglog - I notice that it doesn't include an option, under 
any name, for exponentiating the coefficients.  In such cases, you wonder 
if (a) it simply isn't appropriate, or (b) nobody got around to programming it.


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