Hi,
I used the 'rrr' option to get the relative risk ratios after 'runmlwin' (for a multinomial response model). I realize that it gives different results compared with 'exp()' and 'lincom'. The differences are not really negligible , for example 0.6376 vs. 0.6277. Any idea why? Thanks!
Feifei
Relative Risk Ratio option reports different results

 Posts: 1265
 Joined: Mon Oct 19, 2009 10:34 am
Re: Relative Risk Ratio option reports different results
runmlwin calculates this with the following code:
Could you try the equivalent manually with your estimates to see if you get the same results?
Code: Select all
nlcom (eform: exp([`eq']`par'))
Re: Relative Risk Ratio option reports different results
Hi Chris,
Thank you for replying so promptly. Strangely, 'runmlwin, rrr' and 'lincom (or nlcom)' give the some relative risk ratios if I use MQL1. The problem occurs if I use MCMC.
Thank you for replying so promptly. Strangely, 'runmlwin, rrr' and 'lincom (or nlcom)' give the some relative risk ratios if I use MQL1. The problem occurs if I use MCMC.
Code: Select all
use http://www.bristol.ac.uk/cmm/media/runmlwin/bang, clear
generate lc1 = (lc==1)
generate lc2 = (lc==2)
generate lc3plus = (lc>=3)
runmlwin use4 cons lc1 lc2 lc3plus, level2(district: cons) ///
level1(woman) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) basecategory(4)) ///
nopause
runmlwin, rrr
lincom lc1_1,rrr
nlcom (exp(_b[lc1_1]))
runmlwin use4 cons lc1 lc2 lc3plus, level2(district: cons) ///
level1(woman) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) basecategory(4)) ///
mcmc(orthogonal) initsprevious ///
nopause
runmlwin, rrr
lincom lc1_1,rrr
nlcom (exp(_b[lc1_1]))

 Posts: 1265
 Joined: Mon Oct 19, 2009 10:34 am
Re: Relative Risk Ratio option reports different results
If you're using MCMC then the difference that you are seeing makes more sense. To calculate the rrr option for MCMC results we calculate the exp() of each value in the parameter chain and report the mean of this as the estimate, rather than taking the exp() of the mean of the original values as in your original calculation.
Re: Relative Risk Ratio option reports different results
That explains everything. Thank you very much!
Feifei
Feifei