Bias reduction and a solution for separation of logistic regression with missing covariates.
Logistic regression is an important statistical procedure used in many disciplines. The standard software packages for data analysis are generally equipped with this procedure where the maximum likelihood estimates of the regression coefficients are obtained iteratively. It is well known that the estimates from the analyses of small- or medium-sized samples are biased. Also, in finding such estimates, often a separation is encountered in which the likelihood converges but at least one of the parameter estimates diverges to infinity. Standard approaches of finding such estimates do not take care of these problems. Moreover, the missingness in the covariates adds an extra layer of complexity to the whole process. In this article, we address these three practical issues--bias, separation, and missing covariates by means of simple adjustments. We have applied the proposed technique using real and simulated data. The proposed method always finds a solution and the estimates are less biased. A SAS macro that implements the proposed method can be obtained from the authors.
Department of Statistics and Probability, Michigan State University, East Lansing, Michigan 48824, USA. maiti@stt.msu.edu
Tapabrata
T
Maiti
Vivek
V
Pradhan
D000465:Algorithms; D000818:Animals; D015982:Bias; D001699:Biometry / Q000379:methods*; D016022:Case-Control Studies; D002371:Cat Diseases / Q000209:etiology; D002415:Cats; D002690:Chlamydia Infections / Q000209:etiology / Q000662:veterinary; D002986:Clinical Trials as Topic / Q000706:statistics & numerical data; D016208:Databases, Factual / Q000706:statistics & numerical data; D004196:Disease Outbreaks / Q000706:statistics & numerical data; D006801:Humans; D007087:Illinois / Q000453:epidemiology; D000077190:Interferon alpha-2; D016898:Interferon-alpha / Q000627:therapeutic use; D016013:Likelihood Functions; D008113:Liver Neoplasms / Q000628:therapy; D016015:Logistic Models; D008545:Melanoma / Q000628:therapy; D008585:Meningitis, Meningococcal / Q000453:epidemiology; D011994:Recombinant Proteins
D000077190:Interferon alpha-2; D016898:Interferon-alpha; D011994:Recombinant Proteins