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Re: st: interpretation of exponentiated coefficients

From   [email protected]
To   [email protected]
Subject   Re: st: interpretation of exponentiated coefficients
Date   Sun, 3 Jul 2005 16:53:47 EDT

When I first wrote the cloglog command, which  was later ammended by the 
folks at StataCorp and included in official Stata, I  had an option for 
exponentiated coefficients -- eform. I believe that it is  appropriate to have such an 
option. If you want to use cloglog with  exponentiated coefficients, then use 
the glm commmand with the binomial family  and clog link. Actually, I use glm 
for many (but not all) GLM type routines. The  AIC and BIC statistic is 
displayed, one has a host of residuals, etc etc.  

Joe Hilbe

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

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  

Richard Williams,  Notre Dame Dept of Sociology
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