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Re: st: Assessing true odds ratios in logistic regression models with interaction terms


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Assessing true odds ratios in logistic regression models with interaction terms
Date   Tue, 7 Mar 2006 17:53:02 +0000 (GMT)

Ashwin:
Take the example below: the -nlcom- command gives you the odds ratios (and standard errors and
confidence intervals) of being admitted versus not admitted for top notch versus non topnotch for
the three groups of students while controling for gpa. 

However comparing groups with logistic is a particularly sticky issue. This command is only true
if you have observed all relevant variables, or if the unobserved variables are equally variable
in the bottom, middle and top group of students. If this is not the case than this comparison is
problematic. See (Allison 1999) and (Hoetker 2003) for more information and attempts to solve this
problem.

*--------------begin example-----------------
use http://www.ats.ucla.edu/stat/stata/dae/logit.dta, clear
egen group = cut(gre), group(3)
xi: logit admit i.group*topnotch gpa
nlcom (bottom: exp(_b[topnotch])) /*
  */  (middle: exp(_b[topnotch] + _b[_IgroXtopno_1])) /*
  */  (top:    exp(_b[topnotch] + _b[_IgroXtopno_2]))
*--------------end example-----------------

Allison, Paul D. (1999) Comparing Logit and Probit Coefficients Across Groups. Sociological
Methods & Research, 28(2), pp. 186-208

Hoetker, Glenn (2003) Confounded Coefficients: Accurately Comparing Logit and
Probit Coefficients Across Groups http://www.business.uiuc.edu/Working_Papers/papers/03-0100.pdf

HTH,
Maarten

--- Ashwin Ananthakrishnan <ashwinna@yahoo.com> wrote:
<snip>

> The final model should look like this
> 
> .xi: logisitic screentest gender educn income agecat
> i.gender*i.educn i.gender*i.income i.gender*i.agecat

<snip>

> Now, if i want the true odds ratios for gender (ie.
> male vs. female), what command do I use to estimate
> this from the model?
> 
> I want my output table to look something like this...
> 
> 
> Income           OR for male vs. female
> ----------------------------------------
> Income1               OR1
> Income 2              OR2
> Income 3              OR3
> ----------------------------------------
> 
> This OR should be adjusted for age, gender, educn, and
> the interaction between gender and age, and gender and
> educn.
> 


-----------------------------------------
between 1/2/2006 and 31/3/2006 I will be
visiting the UCLA, during this time the
best way to reach me is by email

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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