Solved – Very wide confidence intervals for odds ratios

confidence intervallikelihood-ratioodds-ratio

I have estimated a binary logit and calculated the odds ratios and their LR confidence intervals as follows:

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As you see some of these intervals are extremely wide. I guess it is due to insufficient variability in those variables (but I am not sure). How should I interpret these in a research paper? Should I just say (e.g. for C8) "c unit increase in x changes the odds of success by 1.9086 to 476.4251 times, with 95% confidence"? I am sure the reviewers will find this and point at it. What is your suggestion?

Best Answer

There is a very good paper on this at http://www.scielosp.org/pdf/rpsp/v2n4/v2n4a7.pdf

There are multiple reasons for this, including software failure. They test eight standard software tools and set in motion a configuration of data that should trigger software failure.

As to causes, they list

These problems include, inter alia, the instability of the model due to inadequate sample size; the problem of “complete separation” that occurs when all subjects whose outcome variable is equal to 1 can be perfectly separated from those whose outcome variable is equal to 0, based on their characteristics; the colinearity problem; and, finally, the problem of profiles with a frequency equal to 0.

Rather than opine on possible causes and as you know your data set, I suggest reading the paper and taking a close look at your data. They run eight programs on the same data set and get eight very different answers for coefficients.

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