Thanks a lot, May. It is very helpful.
Best wishes, Kate
----- Original Message -----
From: May Boggess <[email protected]>
Date: Monday, September 26, 2005 2:45 pm
Subject: Re: st: standard error of the odds ratio
> On Monday morning Kate asked about the standard error of the odds
> ratio:>
> > I need to calculate the standard error of the odds ratio and use
> the "cc"
> > command which reports the 95% confidence interval but does not
> report the
> > standard error itself. I would appreciate it very much if anyone
> could let
> > me know if there is a way or an option to specify that the
> standard error of
> > the odds ratio be reported in the output as well.
>
> The epitab command -cc- reports, by default, an exact confidence
> interval for the odds ratio, so there is in fact no standard error
> when
> the interval is computed this way.
>
> One thing Kate might want to do is to use the Woolf confidence
> interval.
> One can obtain the upper and lower bounds of the interval using
> the
> option -woolf- on -tabodds-. A standard error is reported if we
> use the
> command -logistic- to obtain the Woolf confidence interval. Here
> is an
> example that shows what I mean by all of this:
>
> clear
> webuse downs
> expand pop
> cc case exposed
> cc case exposed, wo
> logistic case exposed
>
> Now, you may notice that the interval is not symmetric so one
> doesn't
> just add and subtract 1.96*se to get the confidence interval. It
> is in
> confidence interval of the log of the odds ratio that is symmteric.
> Here is how the above interval is calculated (I'm using the option
> -coef- on -logistic- to show the actual coefficients of the model
> as opposed to the odds ratio here):
>
> logistic case exposed, coef
> display "or = " exp(_b[exposed])
> display "lb = " exp(_b[exposed]-invnorm(0.975)*_se[exposed])
> display "ub = " exp(_b[exposed]+invnorm(0.975)*_se[exposed])
>
> So what is the standard error that -logistic- reports then? The
> standard error of the odds ratio is
>
> display "se(OR) = " exp(_b[exposed])*_se[exposed]
>
> (see [R] logistic, page 67 in version 9 manuals).
>
> --May
> [email protected]
>
>
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>
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