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st: possible problem with GLM command


From   "Patrick Mcelduff" <[email protected]>
To   [email protected]
Subject   st: possible problem with GLM command
Date   Thu, 29 Jan 2004 15:27:04 +0000

Dear all

Is anyone aware of a problem with the GLM command?

I have recommended to a number of my collegues that they fit a 
GLM with a log link and binomial error term when analysing cross-
sectional data with a dichotomous outcome. The benefit of this is 
that the exponental of the paramater estimate is equivalent to the 
relative prevalence.  [I'm not looking for a debate on the wisdom of 
this].

A number of them have reported a problem with their models when 
they have several independent variables. For example I have a 
model with three categorical predictors: agegroup (3 levels), sex (2 
levels) and housing (2 levels). 

The problem is that I get a message indicating that the log 
likelihood function is not concave. Although this is possible I am 
able to run the model without any problems is SAS. Furthermore, 
there doesn't seem to be anything in the data that suggest there 
would be a problem, i.e. all covariate patterns have a reasonable 
number of observations for each level of the outcome of interest. 
Surprisingly to me, the problem goes away if I add an interaction 
term for sex and housing, although the interaction term is not 
statistically significant and the data suggest it should be.

Any suggestions are greatly appreciated.

Thanks
Patrick




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