Re: st: Binomial regression

[Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>]

No argument about logistic regression. But that gives you odds ratios. 
What if you want risk differences instead?

There are several good reasons why we might want binomial regression 
(RD) instead of logistic regression (OR):

(i) Easier conceptual interpretation (RD vs. OR).

(ii) Causal effects interpretation (the RD can have it, but not the OR).

(iii) Effects of independent variables may be more additive on the 
original risk scale rather than on the log-odds scale (thus, logistic 
regression would need lots of interaction terms to get a good fit).

(iv) Because the reviewer/editor/boss fancies it.

By the way, there is no inherently "more appropriate" link function for 
a particular type of outcome. It's just that some are technically easier 
than others.

Best,
CD



On 8/2/2007 3:07 PM, Maarten buis wrote:

> This may be a silly question, but why are you using the identity link?
> It is not very appropriate for a binary dependent variable since it
> will eventually lead to prediction outside the allowable range, and
> apperently there are also problems with getting the model to converge.
> Logit and probit links will converge in no time in Stata (probably also
> in SAS), and are more appropriate for binary dependent variables.
>
> Maarten
>
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
--


The documents accompanying this transmission may contain confidential
health or business information. This information is intended for the
use of the individual or entity named above. If you have received
this information in error, please notify the sender immediately and
arrange for the return or destruction of these documents.

Constantine Daskalakis, ScD
Assistant Professor,
Thomas Jefferson University, Division of Biostatistics
   1015 Chestnut St., Suite M100, Philadelphia, PA 19107
   Tel: 215-955-5695
   Fax: 215-503-3804
   Email: c_daskalakis@mail.jci.tju.edu
   Webpage: http://www.jefferson.edu/clinpharm/biostatistics/


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/