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From |
"Tim Wade" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Binomial regression |

Date |
Fri, 3 Aug 2007 11:20:48 -0400 |

Thanks Constantine for sharing your results. There are certainly cases where the risk difference is a more appropriate or desirable measure. In these cases, the identity link does have the significant advantage of being linear on the probability scale instead of the log odds scale. And while we can convert log-odds to probability, it is often convenient, especially when we have a multivariate model to be able to interpret the regression coefficients as the expected change in the probability (i.e, the risk difference) holding other factors constant. Since probability is not linear in the logistic model, similar inferences about probability or risk differences cannot be made with the logistic model. If one wants to make a statement about risk differences from multivariate logistic model, it needs to be with regard to holding the other covariates at some specific constant value, such as zero or at their mean values. Tim On 8/2/07, Marcello Pagano <[email protected]> wrote: > Sorry to disagree with your first sentence, Constantine. > Logistic regression stipulates a linear relationship of covariates with > the log of the odds of an event (not odds ratios). > From this it is straightforward to recover the probability (or risk, if > you prefer that label) of the event. > Don't understand your aversion to logistic regression to achieve what > you want to achieve. > If you don't like the shape of the logistic, then any other cdf will > provide you with a transformation to obey the constraints inherent in > modeling a probability. The uniform distribution that you wish to use > has to be curtailed, as others have pointed out. > m.p. > > > Constantine Daskalakis wrote: > > No argument about logistic regression. But that gives you odds ratios. > > What if you want risk differences instead? > > > * > * 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/ > * * 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**:**Re: st: Binomial regression***From:*Marcello Pagano <[email protected]>

**References**:**Re: st: Binomial regression***From:*Maarten buis <[email protected]>

**Re: st: Binomial regression***From:*Constantine Daskalakis <[email protected]>

**Re: st: Binomial regression***From:*Marcello Pagano <[email protected]>

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