On Mar 19, 2012, at 03:32 , Dominic Comtois wrote: > Say I fit a logistic model and want to calculate an odds ratio between 2 > sets of predictors. It is easy to obtain the difference in the predicted > logodds using the predict() function, and thus get a point-estimate OR. But > I can't see how to obtain the confidence interval for such an OR. > > > > For example: > > model <- glm(chd ~age.cat + male + lowed, family=binomial(logit)) > > pred1 <- predict(model, newdata=data.frame(age.cat=1,male=1,lowed=1)) > > pred2 <- predict(model, newdata=data.frame(age.cat=2,male=0,lowed=0)) > > OR <- exp(pred2-pred1)
There's no trivial way since you need the covariance of pred2 and pred1 to calculate the variance of the difference. I think you can proceed somewhat like as follows (I can't be bothered to test it without a reproducible example to start from. You may need to throw in a few explicit t() and as.vector() here and there.) newd <- data.frame(age.cat=c(1,2),male=c(1,0),lowed=c(1,0)) M <- model.matrix(model, data=newd) V <- vcov(model) contr <- c(-1,1) %*% M se <- contr %*% V %*% contr OR.ci <- exp(pred2 - pred1 + qnorm(c(.025,.50,.975))*se) (Sanity check: contr %*% coef(model) should be same as pred2 - pred1 ) I'm not sure how general the model.matrix trick is. It works in cases like > mm <- glm(ff, data=trees) > model.matrix(mm, data=trees[1,]) (Intercept) log(Height) log(Girth) 1 1 4.248495 2.116256 attr(,"assign") [1] 0 1 2 but I see that there are cases where a "data" argument may be ignored. If that is the case, then you may have to construct the "contr" vector by hand. > > > > Thanks > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
