On 2004-11-02, at 18.19, Constantine Daskalakis wrote:
Look at the estimates and estimated standard errors for the different
situations in your example. You'll probably find that the estimated
RRR increases but its estimated standard error goes to hell (increases
much more). This is a problem with Wald-type tests that has been
pointed out before (eg, see Hauck & Donner, JASA 1977, w/ corrrection
in 1980). The delta method (especially for anti-log functions of
coefficients) seems to exacerbate that.
Thank you, I think you got it. But what is the solution to the problem?
Am I stuck with just OR? Is there a way to calculate RRRs with CIs
directly from predicted probabilities with CIs instead?
Michael
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