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st: RE: RE: identifying perfect outcome predictor


From   "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: identifying perfect outcome predictor
Date   Mon, 5 May 2008 13:24:15 -0500

Brilliant! All I really wanted was a linear classifier, so your
suggestion works perfectly. 

Thanks, Roger.

Al 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Newson, Roger
B
Sent: Monday, May 05, 2008 1:14 PM
To: [email protected]
Subject: st: RE: identifying perfect outcome predictor

I personally use -glm- (with the options -link(logit) family(bin)-)
instead of -logit-. That way, the offending parameters are allowed to
"converge" to plus or minus infinity without an error message. And the
guilty parameters are then displayed for all to read.

I hope this helps.

Roger 


Roger B Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group National Heart and Lung
Institute Imperial College London Royal Brompton campus Room 33,
Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
Web page: www.imperial.ac.uk/nhli/r.newson/ Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
genetics/reph/

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Feiveson,
Alan H. (JSC-SK311)
Sent: 05 May 2008 18:34
To: [email protected]
Subject: st: identifying perfect outcome predictor

Hi - I am running logistic regression on simulated data sets. However
sometimes one of the explanatory variables completely separates the
outcome variable and I get a message such as 

outcome = X2 <= .1955861 predicts data perfectly r(2000);

Presumably if I get a return code of 2000, I know this has occurred -
but is there information in logit postestimation to tell which variable
gives perfect separation (as opposed to checking each one "by hand")?

Thanks

Al Feiveson

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