RE: st: standardized confidence intervals using mlogit

[Cameron McIntosh <cnm100@hotmail.com>]

Lisa,
I'm not sure, but I think you might have to do bootstrapping to get standard errors and CIs for the standardized coefficients. You may also want to check out:
Menard, S. (2011). Standards for Standardized Logistic Regression Coefficients. Social Forces, 89(4), 1409-1428.
Menard, S. (2004). Six Approaches to Calculating Standardized Logistic Regression Coefficients. The American Statistician, 58, 218-223. 
Cam
> From: lrlevy@emory.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: st: standardized confidence intervals using mlogit
> Date: Mon, 19 Sep 2011 19:38:43 +0000
> 
> Dear Listers,
> I have been trying  polychotomous logistic regression, modeling an outcome with 5 levels, group, and I am coming across two problems.
> 
> First, I am unable to obtain the SE and confidence interval of standardized coefficients. The list coef, std  command does not seem to work with mlogit as it would with linear regression. Furthermore when I use the std command alone I can’t see the confidence intervals the standardized estimates. Can someone please point me to the right command or tell me how to produce the confidence intervals?
> 
> Second, I am unable to obtain standardized coefficient for my categorical predictor (smoke, yes/no).   The other predictors in my model are continuous. When I look at the output with  “standardized coefficients” there is no standardized coefficient for the categorical variable. I wonder what happened to the variable during the standardization?  Is a  categorical variable accounted for or is it systematically dropped in this type of standardization?  It makes me wonder whether standardization is actually appropriate in this case.
> 
> I am using STATA11 and along with some of the options I've tried above, my code is
> 
> mlogit group glucose age bmi smoke, base(0);
> 
> Thank you in advance - any help is appreciated.
> Lisa Staimez
> 
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