Stata's exlogistic fits exact logistic regression models and provides more reliable statistical inference with small-sample datasets. The dependent variable can be Bernoulli (0 or 1) or binomial (the number of successes in n trials). Exact joint hypothesis tests can be performed, and predictions with exact confidence intervals can be obtained.
Stata’s exact logistic regression provides better coverage in small samples than does standard logistic regression.
It also provides parameter estimates and confidence intervals where standard asymptotic methods cannot.
Such cases include small-data problems with binary regressors for which the outcome is 1 whenever the regressor is 1.
In the example below, every treated patient exhibits a positive response. Standard logistic regression cannot estimate the treatment effect. Stata’s exlogistic can:
. exlogistic response treatment gender hypertension Enumerating sample-space combinations: Observation 1: Enumerations = 2 Observation 2: Enumerations = 3 (omitted) Observation 56: Enumerations = 6329 Observation 57: Enumerations = 3528 note: CMLE estimate for treatment is +inf; computing MUE. Exact logistic regression Number of obs = 57 Model score = 14.56624 Pr >= score = 0.0013
|Odds ratio Suff. 2*Pr(Suff.) [95% conf. interval]
|21.66646* 20 0.0003 3.302679 +inf
|1.303983 22 0.9448 .2871768 6.012212
|2.431485 25 0.3072 .5447126 11.66149
Parameter estimates, standard errors, and CIs are calculated on the basis of permutation without recourse to asymptotic assumptions and results.
Not only is the treatment effect estimated, but tests of significance and reported confidence intervals are based on exact methods.
Stata also includes exact Poisson regression for count data.
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Last updated: 16 November 2022
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