[R] Odds Ratios in rms package

[peter dalgaard]

On Jun 20, 2012, at 21:05 , David Winsemius wrote:

> 
> On Jun 20, 2012, at 12:12 PM, Sebastian Pölsterl wrote:
> 
>> Hi,
>> 
>> I'm using the rms package to do regression analysis using the lrm
>> function. Retrieving odds ratios is possible using summary.rms. However,
>> I could not find any information on how exactly the odds ratios for
>> continuous variables are calculated. It doesn't appear to be the odds
>> ratio at 1 unit increase, because the output of summary.rms did not
>> match the coefficient's value.
>> 
>> E.g. print gives me:
>> 
>>               Coef    S.E.   Wald Z Pr(>|Z|)
>> age              0.1166 0.0289  4.04  <0.0001
>> 
>> whereas summary gives me:
>> 
>> Factor      Low     High     Diff.   Effect S.E. Lower 0.95 Upper 0.95
>> age         27.0000 37.00000 10.0000  0.78  0.20  0.40        1.17
>> Odds Ratio 27.0000 37.00000 10.0000  2.19    NA  1.49        3.22
>> 
>> Does anybody know how these values are obtained, especially in the
>> presence of interactions?
> 
> It is explained in the first paragraph of ?summary.rms, :
> 
> " By default, inter-quartile range effects (odds ratios, hazards ratios, etc.) are printed for continuous factors,"
> 
> ... and the labeling makes it fairly clear (at least it was for me)  that it is an odds ratio for a change in predictor value from the 25th to the 75th percentile (which are the values in the Low and High columns)

Begparding? 

Seems to me that would require (37-27)*0.1166 == 0.78, which doesn't quite hold in the arithmetic that I was taught...

Rather the Effect/Coef ratio is about 6.69 on both the effect and its SE, so I think it is a fair guess (being too lazy to check the actual code) that Low and High columns define the full range of ages, not the quartiles. 

-pd

> In the presence of interactions you should not be looking at the coefficients, but rather at the predictions.
> 
> ?Predict
> 
> -- 
> David.
> 
> 
>> 
>> Best regards,
>> Sebastian
>> 
>> ______________________________________________
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>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> 
> David Winsemius, MD
> West Hartford, CT
> 
> ______________________________________________
> R-help at 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.mes at cbs.dk  Priv: PDalgd at gmail.com