Hi everybody, I apologize for long mail in advance. I have data of 104 patients, which consists of 15 explanatory variables and one binary outcome (poor/good). The outcome consists of 25 poor results and 79 good results. I tried to analyze the data with logistic regression. However, the 15 variables and 25 events means events per variable (EPV) is much less than 10 (rule of thumb). Therefore, I used R package, "BMA" to perform logistic regression with BMA to avoid this problem.
model 1 (full model): x1, x2, x3, x4 are continuous variables and others are binary data. > x16.bic.glm <- bic.glm(outcome ~ ., data=x16.df, glm.family="binomial", OR20, strict=FALSE) > summary(x16.bic.glm) (The output below has been cut off at the right edge to save space) 62 models were selected Best 5 models (cumulative posterior probability = 0.3606 ): p!=0 EV SD model 1 model2 Intercept 100 -5.1348545 1.652424 -4.4688 -5.15 -5.1536 age 3.3 0.0001634 0.007258 . sex 4.0 .M -0.0243145 0.220314 . side 10.8 .R 0.0811227 0.301233 . procedure 46.9 -0.5356894 0.685148 . -1.163 symptom 3.8 -0.0099438 0.129690 . . stenosis 3.4 -0.0003343 0.005254 . x1 3.7 -0.0061451 0.144084 . x2 100.0 3.1707661 0.892034 3.2221 3.11 x3 51.3 -0.4577885 0.551466 -0.9154 . HT 4.6 .positive 0.0199299 0.161769 . . DM 3.3 .positive -0.0019986 0.105910 . . IHD 3.5 .positive 0.0077626 0.122593 . . smoking 9.1 .positive 0.0611779 0.258402 . . hyperlipidemia 16.0 .positive 0.1784293 0.512058 . . x4 8.2 0.0607398 0.267501 . . nVar 2 2 1 3 3 BIC -376.9082 -376.5588 -376.3094 -375.8468 -374.5582 post prob 0.104 0.087 0.077 0.061 0.032 [Question 1] Is it O.K to calculate odds ratio and its 95% confidence interval from "EV" (posterior distribution mean) and“SD”(posterior distribution standard deviation)? For example, 95%CI of EV of x2 can be calculated as; > exp(3.1707661) [1] 23.82573 -----> odds ratio > exp(3.1707661+1.96*0.892034) [1] 136.8866 > exp(3.1707661-1.96*0.892034) [1] 4.146976 ------------------> 95%CI (4.1 to 136.9) Is this O.K.? [Question 2] Is it permissible to delete variables with small value of "p!=0" and "EV", such as age (3.3% and 0.0001634) to reduce the number of explanatory variables and reconstruct new model without those variables for new session of BMA? model 2 (reduced model): I used R package, "pvclust", to reduce the model. The result suggested x1, x2 and x4 belonged to the same cluster, so I picked up only x2. Based on the subject knowledge, I made a simple unweighted sum, by counting the number of clinical features. For 9 features (sex, side, HT2, hyperlipidemia, DM, IHD, smoking, symptom, age), the sum ranges from 0 to 9. This score was defined as ClinicalScore. Consequently, I made up new data set (x6.df), which consists of 5 variables (stenosis, x2, x3, procedure, and ClinicalScore) and one binary outcome (poor/good). Then, for alternative BMA session... > BMAx6.glm <- bic.glm(postopDWI_HI ~ ., data=x6.df, glm.family="binomial", OR=20, strict=FALSE) > summary(BMAx6.glm) (The output below has been cut off at the right edge to save space) Call: bic.glm.formula(f = postopDWI_HI ~ ., data = x6.df, glm.family = "binomial", strict = FALSE, OR = 20) 13 models were selected Best 5 models (cumulative posterior probability = 0.7626 ): p!=0 EV SD model 1 model 2 Intercept 100 -5.6918362 1.81220 -4.4688 -6.3166 stenosis 8.1 -0.0008417 0.00815 . . x2 100.0 3.0606165 0.87765 3.2221 3.1154 x3 46.5 -0.3998864 0.52688 -0.9154 . procedure 49.3 0.5747013 0.70164 . 1.1631 ClinicalScore 27.1 0.0966633 0.19645 . . nVar 2 2 1 3 3 BIC -376.9082 -376.5588 -376.3094 -375.8468 -375.5025 post prob 0.208 0.175 0.154 0.122 0.103 [Question 3] Am I doing it correctly or not? I mean this kind of model reduction is permissible for BMA? [Question 4] I still have 5 variables, which violates the rule of thumb, "EPV > 10". Is it permissible to delete "stenosis" variable because of small value of "EV"? Or is it O.K. because this is BMA? Sorry for long post. I appreciate your help very much in advance. -- KH ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.