Tuesday, March 07, 2006

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

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


> 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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