quasi-complete seperation in logistic regression
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 On 05/19/2011 02:41 PM, Stolen, D Eric (KSC-IHA-4400)[Innovative Health
Applications LLC] wrote:
Hello; I am working on a logistic regression model in which I have quasi-complete separation on an explanatory variable (see table below). The response variable is Success of parrot reintroductions, and one of the explanatory variables is PredThreat, a 3 category variable designating the level of predator threat to the population. When I fit the univariate logistic regression model Success ~ PredThreat, I get a huge standard error, which I believe is an indication of the optimization algorithm failing due to quasi-complete separation. I am testing a variety of models using information-theoretic model selection to judge which variables are important to reintroduction success. My question concerns what to do to about PredThreat, since it appears to be an informative variable. First I'm wondering if I can trust the AIC value calculated from the model with PredThreat? Second, to get at an effect size and also to include it in multivariate models, I thought of treating PredThreat ! as a continuous variable. When I do that in the univariate model, I get a more reasonable parameter estimate and standard error, but a much lower AIC. I'd really appreciate any insights in how to deal with this problem.
You might look into the brglm, logistf, and arm packages which all offer options for bias-reduced (or Bayesian) GLMs that should (?) do a better job with separation ... ? -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.10 (GNU/Linux) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org/ iEYEARECAAYFAk3Vjj4ACgkQc5UpGjwzenOvrgCePLXdZ9hny71Suy4MHOvfRS3e r0gAn2Iw7XQziXKHEIPpIeZhhmNZSkCx =8Fty -----END PGP SIGNATURE-----