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From |
Tero T Kivela <tekivela@cc.helsinki.fi> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
Reposted: st: cytel challenge |

Date |
Mon, 29 Mar 2004 20:08:12 +0300 (EET DST) |

On Wed, 21 Nov 2001, Lee Sieswerda wrote: > To summarize the thread I started on Cytel's LogXact: > > Thanks to Bill Gould who pointed out that I should have used -blogit- and > not -logistic- to take the "Cytel challenge". Cytel's ads say (in bold > letters) that "Only LogXact can fit a logistic regression model to these > data," which seems like a worthy Stata programming challenge... for some > smart person. Because Stata is so flexible my first thought is that Stata > must be able to do the calculation, but that perhaps no one has yet > programmed that specific application. I personally don't know anything about > "conditional permutation distributions" or "hybrid network-Monte Carlo > algorithms". It seems a shame for someone to fork out US$1000 on a > relatively narrow program like LogXact to do something that could be > programmed in Stata. Richard Goldstein's response seemed to suggest that > Stata cannot do what LogXact can do. Joseph Coveney submitted a solution to > the "Cytel Challenge" using -glm-. Very nice, and very gratifying to see > that Stata has passed the challenge in every important way. It is > interesting that the Cytel site says that: > > "Of interest is our interpretation of the "age" variable - its p-value is > .071. Without LogXact 4, we would have been forced to drop Cephalexin from > the conventional asymptotic model, causing the p-value for "age" to drop to > .04 and leading to an overestimation of its significance." > > With Joseph's solution, he gets almost exactly the same p-value (0.073) as > LogXact and Cephalexin is not dropped. (All of the other estimates come out > about the same too). With Bill's solution, Cephalexin was dropped but it > still managed a p-value of 0.064 (not 0.04 as predicted by Cytel). Also, > while Stata's -glm- gives an OR of 1.39e+09 for Cephalexin, it doesn't seem > to me that LogXact's OR of 207 with an upper ci of infinity is any more > helpful. Therefore, it would seem that LogXact is not the only software > capable of fitting a logistic model to this data, despite their claim to the > contrary. > > Anyway, thanks to Bill et al for inventing Stata. I use it everyday. > > Lee Sieswerda > > > > -----Original Message----- > > From: Joseph Coveney [SMTP:jcoveney@bigplanet.com] > > Sent: Wednesday, November 21, 2001 11:32 AM > > To: statalist@hsphsun2.harvard.edu > > Subject: Re: st: cytel challenge > > > > Lee Sieswerda wrote: > > -------------------------------------beginpost---------------------------- > > -- > > Cytel makes LogXact for doing "exact" logistic regression (www.cytel.com). > > In their ads they have something called the "Cytel Challenge" where they > > ask > > people to try to fit a logistic regression model to the following data: > > > > Diar AB Age Hosp > > 0 0 0 0 > > 6 0 0 1 > > 1.9 0 1 0 > > 2.9 0 1 1 > > 100 1 1 1 > > > > The percentage of patients with diarrhea (Diar) is the outcome and the > > other > > three variables are predictors: Antibiotic Use (AB; yes/no), > > Age(young/old), > > Hospital Stay(Hosp;short/long). Taking the challenge using the -logistic- > > in > > Stata fails to produce a converged model. I really don't know the details > > of > > how LogXact manages to fit this model, but my question is: would it not be > > possible to program Stata to do "exact" logistic regression and be able to > > fit this model? Or is there something inherently different about Cytel's > > software that it can accomplish this and Stata cannot? > > -----------------------------endpost-------------------------------------- > > -- > > > > How about: > > > > --------------begin Cytel.do--------------- > > insheet using http://www.cytel.com/examples/diarrhea.dat > > generate cou0=totno-diarrhea > > rename diarrhea cou1 > > reshape long cou, i(cephalex clindomy sex age los) j(diarrhea) > > glm diarrhea cephalex clindomy sex age los [fweight=cou], irls /* > > */ jknife1 family(binomial) link(logit) eform nolog > > exit > > --------------end Cytel.do---------------------- > > > > The estimates for the parameter and its confidence interval for the odds > > ratio for Cephalex are silly, but they're silly in Cytel's solution > > (www.cytel.com/new.pages/LX.ch2a.html), too. The advertisement claimed to > > be particularly interested in the p-value for the estimate for age. From > > the looks of Stata's results and those posted on their website, I'd say > > Stata matched their results, and not only for age, but for the estimates > > for > > the other parameters, as well. > > > > Joseph Coveney > > > > P.S. Have a look at -permute- and -perm- for a fuller explanation of > > Stata's flexible capabilities in permutation/randomization/exact tests > > custom-made for user-chosen test statistics. > > > > > > > > > > > > * > > * Help is available at > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > * > * Help is available at > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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