Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down at the end of May, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Nick Cox <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: FIRTHLOGIT with factor (categorical variables) |

Date |
Tue, 21 Sep 2010 14:53:19 +0100 |

First off, although a small point, there is no need for IDIOSYNCRATIC CAPITALISATION. "Stata" is precisely so named and as explained in the Statalist FAQ we have a -foobar- convention on this list for indicating Stata command names. Second, and another small point, -firthlogit- is a program, not a macro, in Stata terms. See e.g. http://www.stata.com/statalist/archive/2008-08/msg01258.html Now to address your main point: -firthlogit- was written in 2008 for Stata 9.2 and so was quite unable to anticipate the factor variable additions introduced later in Stata 11. -findit firthlogit- reveals only what you downloaded. If the author, Joseph Coveney, is sitting on a more up-to-date version he will no doubt say so. One suggestion is that you indeed try using -firthlogit- in conjunction with -xi:-. If this is extremely slow, I doubt that can be blamed on two different ways of handling factor variables. What -xi- does is, in my understanding, computationally trivial, although tedious for humans. But to be sure you could just generate the indicator variables yourself to find out. Nick n.j.cox@durham.ac.uk Warren Chow I am trying to do a logistic regression in STATA for a dichotomous output variable y using various categorical predictors. One of these predictors, x1, has many levels. The goal is produce linear predictions (predict linearx1, xb) so I can perform another logistic regression with the remaining predictors (logit y linearx1 i.x2 i.x3 i.x4). The first logistic regression encounters complete and quasi separation at various stages using the standard maximization techniques provided by stata. I would like to use a Firth penalized maximum likelihood estimation and have downloaded the FIRTHLOGIT macro from http://ideas.repec.org/c/boc/bocode/s456948.html#abstract. This technique previously successfully linearized x1 using SAS. However, FIRTHLOGIT does not support factor (categorical) variables. For example, in the newer versions of STATA, you can use: logit y i.x But the following does not work: firthlogit y i.x Is there another version of the macro that supports factor variables, or an easy way to modify to code? I have tried the following: xi : firthlogit y i.x But this is extremely slow. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: FIRTHLOGIT with factor (categorical variables)***From:*Warren Chow <warrenchow2012@u.northwestern.edu>

- Prev by Date:
**Re: st: RE: St: Panel data imputation** - Next by Date:
**Re: st: FIRTHLOGIT with factor (categorical variables)** - Previous by thread:
**st: FIRTHLOGIT with factor (categorical variables)** - Next by thread:
**Re: st: FIRTHLOGIT with factor (categorical variables)** - Index(es):