Timeline for Logistic regression: Ranking of Betas (Categorical variable)
Current License: CC BY-SA 3.0
9 events
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Nov 17, 2015 at 17:20 | history | edited | Nick Cox | CC BY-SA 3.0 |
Stata not STATA, etc.
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Nov 17, 2015 at 17:14 | comment | added | Lukas | Thanks again. I specified my question. Maybe there is a nother way to approach this problem. | |
Nov 17, 2015 at 17:13 | history | edited | Lukas | CC BY-SA 3.0 |
added 681 characters in body; edited title
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Nov 16, 2015 at 11:16 | comment | added | Scortchi♦ | Your understanding is wrong: see e.g. What is the meaning of p values and t values in statistical tests?, Meaning of p-values in regression, Intepreting p-value of a regression coefficient, & What, precisely, is a confidence interval?. Briefly the p-values reported by software after a regression are for the (typically Wald) tests of the null hypotheses that each coefficient is equal to nought. | |
Nov 16, 2015 at 11:08 | comment | added | Tim | See stats.stackexchange.com/questions/31/… | |
Nov 16, 2015 at 10:32 | comment | added | Lukas | Thank you for your comments. You are right, I might be confused. My understanding of the p-value is that it reflects the chance of the values to lie within the confidence intervals. So my conclusion was, that having that in mind and I allow more deviation of the interval, my p-value will increase and my intervals will approach each other. Where is my mistake? Thanks a lot! | |
Nov 16, 2015 at 9:44 | comment | added | Arun Jose | As mentioned in the previous comment, there seems to be confusion in your mind regarding what the p-values mean. Maybe adding more detail to your question might help clarify what you are actually asking. | |
Nov 16, 2015 at 9:36 | comment | added | Scortchi♦ | I think you're confusing the p-value, which is a statistic, & not something you can set, with the confidence level, the probability that your upper & lower bounds cover the true value of the coefficient, & which you can set. To get Wald confidence intervals simply multiply the standard error of the coefficient by the appropriate quantile of the Normal distribution & add/subtract from the point estimate. For profile-likelihood confidence intervals using STATA, see stata-journal.com/article.html?article=st0132. | |
Nov 16, 2015 at 8:18 | history | asked | Lukas | CC BY-SA 3.0 |