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Re: st: analysis of multi-site studies


From   Constantine Daskalakis <C_Daskalakis@mail.jci.tju.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: analysis of multi-site studies
Date   Fri, 29 Oct 2004 12:36:51 -0400

At 12:15 PM 10/29/2004, Ricardo Ovaldia wrote:
--- Stas Kolenikov <skolenik@gmail.com> wrote:

> Your answer to (2) is not correct: the fixed effect
> is equivalent to
> introducing dummy variables only for the linear
> model. For anything
> non-linear, the fixed effect is conditioning on this
> (for the -clogit- > model, you are conditioning on >
the number of 0's and  1's in each
> center), which is some complicated algebra.

Thank you Stas. I though that they were equal if there
was only a single independent categorical variable in
the model.

Then the question remains, am I justified in using
-clogit- and not dummies in this situation?

Regards,
Ricardo.
I am pretty sure that they are asymptotically equivalent, provided that the number of strata (indicator terms for the centers) is small compared to the total sample size. Or, to be more precise, that the number of observations within each stratum is "large." If not, then the unconditional logistic regression with dummies is biased.
See Breslow & Day (IARC monograph on case-control studies) and Hosmer & Lemeshow (Logistic Regression book).





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________________________________________________________________
Constantine Daskalakis, ScD
Assistant Professor,
Biostatistics Section, Thomas Jefferson University,
211 S. 9th St. #602, Philadelphia, PA 19107
Tel: 215-955-5695
Fax: 215-503-3804
Email: c_daskalakis@mail.jci.tju.edu
Webpage: http://www.jefferson.edu/medicine/pharmacology/bio/
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