1
$\begingroup$

What is the relationship between the confidence interval and odds ratio of a regression coefficient in multivariable logistic regression?

Is there a one to one relationship? i.e. Can I measure one from the other?

$\endgroup$
1

1 Answer 1

0
$\begingroup$

the confidence interval aka CI (typ. at 95% ) is two numbers = (za, zb). Given an odds ratio = z, the prob that the actual z falls outside the (za, zb) interval is less than the (confidence) 95%. You cannot measure one from the other at all. The only thing you know is that the z is inside the interval.

$\endgroup$
5
  • 1
    $\begingroup$ Can you confirm that from the estimated mean and variance of a regression coefficient I can not estimate the associated odds ratio? $\endgroup$
    – Donbeo
    Apr 19, 2016 at 13:08
  • $\begingroup$ (!) regression coefficients do not have mean or variances, they are parameters of a model that can be more or less accurate (read useful). The estimated odds ratio depends on the coeff. that is all. $\endgroup$ Apr 19, 2016 at 13:14
  • 2
    $\begingroup$ This is not a proper definition of a confidence interval Jose. In the frequentist world there is no probability associated with a parameter. A parameter is either inside or outside an interval. CIs deal with long-run operating characteristics. This complexity turns many of us to Bayesian statistics. $\endgroup$ Apr 20, 2016 at 3:26
  • $\begingroup$ hey don't kill the messenger: en.wikipedia.org/wiki/Confidence_interval $\endgroup$ Apr 20, 2016 at 8:16
  • 2
    $\begingroup$ The definition given in the Wikipedia article is different from yours. It's a fine point but shows weaknesses in the frequentist approach to inference, or at least the difficulty of teaching frequentist methods. $\endgroup$ Apr 20, 2016 at 12:16

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.