I think in this the term
_b[foreign]
should be
_b[foreign] * foreign
and that
_b[foreignXmpg] * mpg
should be
_b[foreignXmpg] * foreignXmpg
Nick
[email protected]
Maarten Buis
> --- Daniel Waxman wrote:
> > I have a logistic model with two terms (one continuous and
> one dichotomous)
> > and an interaction term, and would like to calculate the
> relative risks
> > (ratio of predicted probabilities) for the two possible
> values of the
> > dichotomous variable, at each value of the continuous variable. The
> > question is: How do I construct confidence intervals for
> this proportion?
>
> The trick is to do the entire computation in one -predictnl-
> command, and
> than use the -se()- option, see the example below:
>
> *---------- begin example ------------------
> sysuse auto, clear
> gen good = rep78 >3 if rep78 < .
> gen foreignXmpg = foreign*mpg
> logit good mpg foreign foreignXmpg
>
> #delim ;
> local xb_for "_b[_cons] + _b[foreign] +
> _b[mpg]*mpg + _b[foreignXmpg]*mpg" ;
> #delim cr
>
> local xb_dom "_b[_cons] + _b[mpg]*mpg"
>
> predictnl rr = invlogit(`xb_for')/ /*
> */ invlogit(`xb_dom'), se(se_rr)
>
> gen ub = rr + 1.96*se_rr
> gen lb = rr - 1.96*se_rr
>
> sort mpg
> twoway rarea ub lb mpg, astyle(ci) || /*
> */ line rr mpg, clstyle(solid) /*
> */ legend(order(2 1) /*
> */ label(1 "95% confidence" "interval") /*
> */ label(2 "risk ratio")) /*
> */ yline(1)
> *----------- end example -------------------
> (For more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> Notice that interaction terms in -logit- (or any glm with a
> link function other than the identity and I believe the log)
> is a tricky issue, see for instance (Allison 1999).
>
> Allison, Paul D. 1999. "Comparing Logit and Probit
> Coefficients Across Groups." Sociological Methods &
> Research 28(2):186-208.
>
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