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  • Correlation coefficient in logistic regression

    Dear Stata experts.

    I am trying to calculate the ‘Minimal important change’ in a dataset by reproducing the method outlined in the article:

    Terluin B, Eekhout I, Terwee CB, de Vet HC. Minimal important change (MIC) based on a predictive modeling approach was more precise than MIC based on ROC analysis. J Clin Epidemiol. 2015;68(12):1388-96.

    The method makes use of a logistic regression model: ln(oddspost) = C + BX * X
    and this was translated into the following Stata command:

    glm anc change, family(binomial) link(logit)

    The article describes that the correlation rc-bx (i.e. the correlation between C and Bx) is needed to determine the MIC, however, I am not sure how to obtain this correlation using Stata?

    Can anyone help me obtaining this correlation coefficient?

  • #2
    Something like this, maybe?

    Code:
    . webuse nhanes2f, clear
    
    . logit diabetes i.black, nolog
    
    Logistic regression                             Number of obs     =     10,335
                                                    LR chi2(1)        =      21.79
                                                    Prob > chi2       =     0.0000
    Log likelihood =  -1988.172                     Pseudo R2         =     0.0054
    
    ------------------------------------------------------------------------------
        diabetes |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -------------+----------------------------------------------------------------
         1.black |    .609734   .1231356     4.95   0.000     .3683926    .8510754
           _cons |  -3.063142   .0503436   -60.84   0.000    -3.161814    -2.96447
    ------------------------------------------------------------------------------
    
    . estat vce, corr
    
    Correlation matrix of coefficients of logit model
    
                 | diabetes           
                 |        1.          
            e(V) |    black     _cons 
    -------------+--------------------
    diabetes     |                    
         1.black |   1.0000           
           _cons |  -0.4088    1.0000
    -------------------------------------------
    Richard Williams, Notre Dame Dept of Sociology
    StataNow Version: 19.5 MP (2 processor)

    EMAIL: [email protected]
    WWW: https://www3.nd.edu/~rwilliam

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    • #3
      Dear Richard.

      This is exactly what I needed. I thank you for taking the time to help me. I can now proceed to determine the MIC.

      Many thanks

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