Re: st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?

[Richard Williams <richardwilliams.ndu@gmail.com>]

This blog entry by Paul Allison may help.

http://www.statisticalhorizons.com/logistic-regression-for-rare-events

Allison says, in part, "The problem is not specifically the rarity of 
events, but rather the possibility of a small number of cases on the 
rarer of the two outcomes.  If you have a sample size of 1000 but 
only 20 events, you have a problem. If you have a sample size of 
10,000 with 200 events, you may be OK. If your sample has 100,000 
cases with 2000 events, you're golden."

Also, I assume you are talking about Gary King's relogit program here:

http://gking.harvard.edu/relogit

The Stata version hasn't been updated in ages. Perhaps there are 
better options now. Based on Allison's blog, perhaps the -firthlogit- 
command available from SSC would be another option.

At 06:20 PM 4/11/2013, Sheila Vakharia wrote:
> Hello Stata Users,
>
> It had been recommended to me that I conduct Rare Events Logistic
> Regression in order to confirm the outcome of my standard Logistic
> Regression because I had a rare event (5%).
>
> What I have found is that all of the coefficients from Logistic
> Regression and the Rare Events Logistic Regression are exactly the
> same. However, everything else has changed. Due to the robust standard
> error in the ReLogit, my 95% confidence intervals are much larger now
> and many variables are no longer statistically significant. Prior to
> this, ALL of my variables were statistically significant.
>
> I have documented all of the results in my write-up and they are all
> illustrated in tables. However, my question is: Which results do I
> really give weight to? Do I stand by my preliminary Logit outcomes? Do
> I give priority to the ReLogit outcomes?
>
> Thank you for your consideration,
>
> Sheila
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Richard Williams, Notre Dame Dept of Sociology
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