Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: analysis of multi-site studies

From   Constantine Daskalakis <[email protected]>
To   [email protected]
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 <[email protected]> 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?

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).

The documents accompanying this transmission may contain confidential health or business information. This information is intended for the use of the individual or entity named above. If you have received this information in error, please notify the sender immediately and arrange for the return or destruction of these documents.

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: [email protected]
* For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index