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From |
"Maarten Buis" <M.Buis@fsw.vu.nl> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: CIs for the ratio of two adjusted predictions after logistic? |

Date |
Wed, 1 Aug 2007 17:08:41 +0200 |

--- Daniel Waxman wrote: > I have a logistic model with two terms (one continuous and one dichotomous) > and an interaction term, and would like to calculate the relative risks > (ratio of predicted probabilities) for the two possible values of the > dichotomous variable, at each value of the continuous variable. The > question is: How do I construct confidence intervals for this proportion? The trick is to do the entire computation in one -predictnl- command, and than use the -se()- option, see the example below: *---------- begin example ------------------ sysuse auto, clear gen good = rep78 >3 if rep78 < . gen foreignXmpg = foreign*mpg logit good mpg foreign foreignXmpg #delim ; local xb_for "_b[_cons] + _b[foreign] + _b[mpg]*mpg + _b[foreignXmpg]*mpg" ; #delim cr local xb_dom "_b[_cons] + _b[mpg]*mpg" predictnl rr = invlogit(`xb_for')/ /* */ invlogit(`xb_dom'), se(se_rr) gen ub = rr + 1.96*se_rr gen lb = rr - 1.96*se_rr sort mpg twoway rarea ub lb mpg, astyle(ci) || /* */ line rr mpg, clstyle(solid) /* */ legend(order(2 1) /* */ label(1 "95% confidence" "interval") /* */ label(2 "risk ratio")) /* */ yline(1) *----------- end example ------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) Notice that interaction terms in -logit- (or any glm with a link function other than the identity and I believe the log) is a tricky issue, see for instance (Allison 1999). Allison, Paul D. 1999. "Comparing Logit and Probit Coefficients Across Groups." Sociological Methods & Research 28(2):186-208. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: CIs for the ratio of two adjusted predictions after logistic?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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