Volume 4 - Volume 4
SEPARATION PHENOMENA LOGISTIC REGRESSION
Abstract
This paper proposes an application of concepts about the maximum likelihood estimation of the
binomial logistic regression model to the separation phenomena. It generates bias in the estimation
and provides different interpretations of the estimates on the different statistical tests (Wald,
Likelihood Ratio and Score) and provides different estimates on the different iterative methods
(Newton-Raphson and Fisher Score). It also presents an example that demonstrates the direct
implications for the validation of the model and validation of variables, the implications for
estimates of odds ratios and confidence intervals, generated from the Wald statistics. Furthermore,
we present, briefly, the Firth correction to circumvent the phenomena of separation.
Paper Details
PaperID: p 716-728
Author's Name: Ikaro Daniel de Carvalho Barreto, Suzana Leitão Russo, Gutemberg Hespanha Brasil and Vitor Hugo Simon
Volume: Volume 4
Issues: Volume 4
Keywords: Logistic Regression, Binomial, Separation.
Year: 2014
Month: March
Pages: 716-728