RISS 학술연구정보서비스

검색

인기 검색어

    다국어 입력

    http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.

    변환된 중국어를 복사하여 사용하시면 됩니다.

    예시)
    • 中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
    • 北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.
    닫기

    Firth’s logistic regression for separation problem : Comparing between R-logistf and SAS-LOGISTIC = 분리 문제에 대한 Firth의 로지스틱 회귀분석: R-logistf와 SAS-LOGISTIC의 비교

    한글로보기

    https://www.riss.kr/link?id=T15525536

    • 0

      상세조회
    • 0

      다운로드
    서지정보 열기
    • 내보내기
    • 내책장담기
    • 공유하기
    • 오류접수
    인용문이 복사되었습니다.

    부가정보

    다국어 초록 (Multilingual Abstract) kakao i 다국어 번역

    The phenomenon of separation or monotone likelihood commonly occurs in fitting logistic regression model. Separation problems usually occur for small sample sizes with a highly imbalanced independent variable, or for large sample sizes with rare events. In this case the logistic regression model causes serious bias problem in the maximum likelihood (Firth D 1993, King, G. and Zeng, L 2001). To solve this bias, Firth proposed a penalized maximum likelihood estimation method. It produces finite parameter estimates with a simple modification of the score function.
    We can use the Firth’s method through several software packages such as R and SAS. But the motivating example showed differences in the output. For example, R-logistf and SAS-LOGISTIC gave different conclusions about the significance of variables even though they referred to the same Firth’s method paper (Heinze G, Schemper M 2002). Therefore the purpose of this study is to investigate the performance of Firth’s logistic regression in R (version 3.6.0) and SAS (version 9.4). We conducted a simulation study under various scenarios to compare standardized bias of estimates, mean standard error, coverage rate and convergence issue.
    According to the results of simulation study, in the case of separation problem caused by continuous variables, SAS has less bias of estimates and convergence problem than R. However in the case of separation problem caused by binomial variables, R and SAS has similar performance. Therefore we recommend using SAS software when analyzing Firth’s logistic regression.
    번역하기

    The phenomenon of separation or monotone likelihood commonly occurs in fitting logistic regression model. Separation problems usually occur for small sample sizes with a highly imbalanced independent variable, or for large sample sizes with rare event...

    The phenomenon of separation or monotone likelihood commonly occurs in fitting logistic regression model. Separation problems usually occur for small sample sizes with a highly imbalanced independent variable, or for large sample sizes with rare events. In this case the logistic regression model causes serious bias problem in the maximum likelihood (Firth D 1993, King, G. and Zeng, L 2001). To solve this bias, Firth proposed a penalized maximum likelihood estimation method. It produces finite parameter estimates with a simple modification of the score function.
    We can use the Firth’s method through several software packages such as R and SAS. But the motivating example showed differences in the output. For example, R-logistf and SAS-LOGISTIC gave different conclusions about the significance of variables even though they referred to the same Firth’s method paper (Heinze G, Schemper M 2002). Therefore the purpose of this study is to investigate the performance of Firth’s logistic regression in R (version 3.6.0) and SAS (version 9.4). We conducted a simulation study under various scenarios to compare standardized bias of estimates, mean standard error, coverage rate and convergence issue.
    According to the results of simulation study, in the case of separation problem caused by continuous variables, SAS has less bias of estimates and convergence problem than R. However in the case of separation problem caused by binomial variables, R and SAS has similar performance. Therefore we recommend using SAS software when analyzing Firth’s logistic regression.

    더보기

    분석정보

    View

    상세정보조회

    0

    Usage

    원문다운로드

    0

    대출신청

    0

    복사신청

    0

    EDDS신청

    0

    동일 주제 내 활용도 TOP

    더보기

    주제

    연도별 연구동향

    연도별 활용동향

    연관논문

    연구자 네트워크맵

    공동연구자 (7)

    유사연구자 (20) 활용도상위20명

    이 자료와 함께 이용한 RISS 자료

    나만을 위한 추천자료

    해외이동버튼