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Re: Reposted: st: cytel challenge


From   Jose Maria <jmpsouza@usp.br>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Reposted: st: cytel challenge
Date   Mon, 29 Mar 2004 21:44:14 -0300

Tero T Kivela escreveu:

On Wed, 21 Nov 2001, William Gould wrote:



Lee Sieswerda <Lee.Sieswerda@tbdhu.com> wrote,



Cytel makes LogXact for doing "exact" logistic regression (www.cytel.com).
In their ads they have something called the "Cytel Challenge"
I take issue with Lee's comment that "Stata fails to produce a converged
model" -- Lee did something wrong -- but I do not take issue with Cytel's
ad (although I have not seen it).



==============================================================================
. blogit diarrhea totno cep cli sex age los, or
note: cephalex~=0 predicts success perfectly
cephalex dropped and 2 obs not used


Logit estimates Number of obs = 2488
LR chi2(4) = 91.48
Prob > chi2 = 0.0000
Log likelihood = -218.30047 Pseudo R2 = 0.1732

------------------------------------------------------------------------------
_outcome | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
clindomy | 9.198602 2.89523 7.05 0.000 4.963739 17.04648
sex | .8263463 .2336678 -0.67 0.500 .474751 1.438329
age | 2.440564 1.176263 1.85 0.064 .948947 6.276803
los | 11.84492 7.113316 4.12 0.000 3.65051 38.43354
------------------------------------------------------------------------------
==============================================================================

What Cytel wants you to notice is Stata's message

note: cephalex~=0 predicts success perfectly
cephalex dropped and 2 obs not used

That is the point of their challange: When cephalex is nonzero, there is
always a positive outcome:

. list if ceph==1

diarrhea totno cephalex clindomy sex age los
17. 1 1 1 0 0 1 1
18. 4 4 1 0 1 1 1

There are a total of 5 patients who were observed with cephalex==1 and all
five patients suffered from diarrhea. How do you interpret that? Does that
mean cephalex==1 always results in diarrhea? Well, of course it does not.
With only five such patients, Cytel's computationally intensive methods were
able to put a confidence interval around the result: [27.52, infinity]. Very
nice. (I would like somebody to explain to me why the point estimate is a
finite 207.40 rather than infinite, but I'm sure Cytel has carefully
considered the answers they produce).

In any case, Stata smartly recognized its limitations and estimated the model
conditional on cephalex==0. Some other packages might not have recognized the
problem and gotten messed up in the numerics.

I leave it for you to decide how important it is to put a confidence interval
around cephalexin in this particular case, but without question there are
problems for which doing this kind of thing is important.

-- Bill
wgould@stata.com
*

Beautiful. Better: Billtiful.
Jose Maria

--
Jose Maria Pacheco de Souza, Professor Titular
Departamento de Epidemiologia
Faculdade de Saude Publica/Universidade de Sao Paulo
Av. Dr. Arnaldo, 715	cep 01246-904
Sao Paulo	Brasil
fones (11)3082-3886  (11)3714-2403  (11)3768-8612
fax   (11)3082-2920  (11)3714-2403
www.fsp.usp.br/~jmpsouza
jmpsouza@usp.br




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