Fixing the nonconvergence bug in logistic regression with SPLUS and SAS.

Abstract:

:When analyzing clinical data with binary outcomes, the parameter estimates and consequently the odds ratio estimates of a logistic model sometimes do not converge to finite values. This phenomenon is due to special conditions in a data set and known as 'separation'. Statistical software packages for logistic regression using the maximum likelihood method cannot appropriately deal with this problem. A new procedure to solve the problem has been proposed by Heinze and Schemper (Stat. Med. 21 (2002) pp. 2409-3419). It has been shown that unlike the standard maximum likelihood method, this method always leads to finite parameter estimates. We developed a SAS macro and an SPLUS library to make this method available from within one of these widely used statistical software packages. Our programs are also capable of performing interval estimation based on profile penalized log likelihood (PPL) and of plotting the PPL function as was suggested by Heinze and Schemper (Stat. Med. 21 (2002) pp. 2409-3419).

authors

Heinze G,Ploner M

doi

10.1016/s0169-2607(02)00088-3

subject

Has Abstract

pub_date

2003-06-01 00:00:00

pages

181-7

issue

2

eissn

0169-2607

issn

1872-7565

pii

S0169260702000883

journal_volume

71

pub_type

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