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From |
David Hoaglin <dchoaglin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: R: Interpretation of logistic regression coefficients |

Date |
Sun, 27 Jan 2013 12:34:03 -0500 |

Unfortunately, starting with linear regression (page 115), Long and Freese give the common but oversimplified and often incorrect interpretation of regression coefficients that involves holding the other predictors constant ("regardless of the level of the other variables in the model"). That interpretation does not reflect how multiple linear regression works. The appropriate general interpretation of an estimated coefficient in a multiple regression is that it tells how y responds (on average) to change in that predictor after adjusting for simultaneous change in the other predictors in the data at hand. This interpretation also applies to logistic regression and other regression models. In logistic regression the linear predictor is in the log-odds scale, so the interpretation of a coefficient (say b_j) involves change in the log-odds associated with change in that predictor (x_j), adjusting for the contributions of the other predictors. If it is appropriate to increase that predictor by 1 unit, then taking exp of the coefficient, exp(b_j), yields an adjusted odds ratio (i.e., the ratio of the odds after increasing the predictor by 1 unit to the odds before the increase). For a predictor whose only values are 0 and 1, an increase of 1 unit is the only possible increase. For a "continuous" predictor, exp(b_j) can be interpreted as the adjusted odds ratio per unit increase in x_j. David Hoaglin On Sun, Jan 27, 2013 at 10:02 AM, <carlo.lazzaro@tiscalinet.it> wrote: > Carlos may want to take a look at: > > 1) Hilbe J. Logistic regression models. Chapman & Hall/CRC, 2009. > 2) Scott Long J, Freese J. Regresion models for catergorical variables using > Stata. 2nd ed. Stata Press, 2006. > > > Best regards, > Carlo * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: R: Interpretation of logistic regression coefficients***From:*Ronan Conroy <rconroy@rcsi.ie>

**References**:**st: Interpretation of logistic regression coefficients***From:*CARLOS MAGNO SANTOS CLEMENTE <carlosmagno_sc@ig.com.br>

**st: R: Interpretation of logistic regression coefficients***From:*carlo.lazzaro@tiscalinet.it

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