At 10:37 13/07/2009, anna.bucharova wrote:
Dear all.
I am sort of beginner with R. I do logistic regression with binomial
response variable and several continuous and categorical variables. In one
categorical variable, zero cell occures (2x2 table looks like
7 - 0
23 - 25
This leads to overestimating of odds ratio and inflated confidence interval
for odds for given variable. The variable is significant in univariate test.
I do not necessarilly need odd ratio, but I need the explained deviance by
this variable and I really want to keep this variable in the model. It
probably matters for explained deviance. How to treat this problem?
Anna, you could consider brglm (from CRAN) which does give you finite
estimates for the parameter.
@ARTICLE{firth93,
author = {Firth, D},
year = 1993,
title = {Bias reduction of maximum likelihood estimates},
journal = {Biometrika},
volume = 80,
pages = {27--38},
keywords = {glm}
}
gives the theory
Thanks for help, Anna Bucharova
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Michael Dewey
http://www.aghmed.fsnet.co.uk
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