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st: RE: comparing logistic regression coefficients between models
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From |
"Newson, Roger B" <[email protected]> |
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To |
<[email protected]> |
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Subject |
st: RE: comparing logistic regression coefficients between models |
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Date |
Wed, 24 Jan 2007 10:48:18 -0000 |
If the 2 regression models are fitted to the same set of data, then you
should probably use -suest- (part of official Stata). If the 2
regression models are fitted to different sets of data, then you can use
-metaparm- and -parmby-, which are part of the -parmest- package,
downloadable from SSC. Both of these solutions can produce confidence
intervals for the difference between 2 log odds ratios, or the ratio
between 2 odds ratios, and not just P-values for the significance of the
difference.
I hope this helps.
Roger
Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
www.imperial.ac.uk/nhli/r.newson/
Opinions expressed are those of the author, not of the institution.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Wendy Manning
Sent: 24 January 2007 02:53
To: [email protected]
Subject: st: comparing logistic regression coefficients between models
I would like to compare coefficients - on the same independent variable
-
between two nested logistic regression models using STATA. I would like
to
test whether the two coefficients are significantly different from one
another. In SAS this can be done using the proc iml commands. I was
wondering if anyone has worked up some STATA commands. Clogg et al. 1995
in
AJS describe the statistics.
*
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*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
