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Re: st: Is there a combination of a rare event logit and a survey-weighted logit model?


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: Is there a combination of a rare event logit and a survey-weighted logit model?
Date   Thu, 1 Jan 2009 10:35:05 -0500

The SE's reported by -relogit- will be too small because they ignore the survey design. As a compromise, run -relogit- and -svy: logit-. Compare coefficients. If they are close, report results from -svy: logit-. Otherwise, report estimates from -relogit- and standard errors from -svy: logit-. (To satisfy journal editors, you will probably have to report both sets of estimated coefficients and probabilities.) Don't bother to report the SE's from -relogit-; they are wrong.

-Steve


KING, G. & ZENG, L. (2001). Logistic Regression in Rare Events Data. Political Analysis, 9(2), 137-163.

On Dec 30, 2008, at 9:57 AM, [email protected] wrote:

Dear stata listers

I want to make logistic regressions in rare events data which are obtained
from a complex clustered survey. So far I used the svylogit command to
take account of the clustering of the data. I also used the weight command
to control for different selection probabilities.

However, since I am also dealing with a rare event (5-6%) it might be
important to correct for the bias when the observed events are rare. I
know the relogit command from Gary King. However, there does not seem to
be an option to run this command with data from a non-simple random
sample.

In your view, what is more important: taking account of the clustering of
the data or correcting for the rare-events bias?
Best would obviously be a command that can do both. Is there such a
command?

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