rare binary outcome, MCMCglmm, and priors (related to separation)
On Mon, 30 Aug 2010, David Atkins wrote:
Some colleagues have collected data from 184 females in dating relationships. Data were collected daily using PDAs; the outcome is a binary indicator of whether any physical aggression occurred (intimate partner violence, or IPV). They are interested in 3 covariates: -- alcohol use: yes/no -- anger: rated on 1-5 scale -- verbal aggression: sum of handful of items, with 0-15 scale Their hypothesis is that the interaction of all 3 covariates will lead to the highest likelihood of IPV. As you might expect, the outcome is very rare with 51 instances of IPV out of 8,269 days of data, and 158 women (out of 184) reported no instances of IPV. I have read a bit about the problems of separation in logistic regression and know that Gelman et al suggest Bayesian priors as one "solution". Moreover, I see in Jarrod Hadfield's course notes that his multinomial example has a "structural" zero that he addresses via priors on pp. 96-97, though I confess I don't quite follow exactly what he has done (and why).
Hi. why are you using a mixed model here: dispersion, or are there
multiple reports per individual? Another approach for separated/sparse
data implemented in R is the penalized likelihood approach in the brlr,
logistf, brglm (and Design) packages:
brglm(formula = cbind(ipv.yes, ipv.no) ~ (ang.cut + prov.cut +
alc.cut)^2, family = binomial(), data = ipv)
Coefficients: (1 not defined because of singularities)
Estimate Std. Error z value Pr(>|z|)
(Intercept) -8.9666 1.4145 -6.339 2.31e-10 ***
ang.cut 2.8959 1.4775 1.960 0.05000 .
prov.cut 2.3740 0.4587 5.175 2.27e-07 ***
alc.cut 7.8680 2.7082 2.905 0.00367 **
ang.cut:prov.cut NA NA NA NA
ang.cut:alc.cut -7.0703 2.8616 -2.471 0.01348 *
prov.cut:alc.cut -0.4007 0.9962 -0.402 0.68747
Model 1: cbind(ipv.yes, ipv.no) ~ (ang.cut + prov.cut + alc.cut)
Model 2: cbind(ipv.yes, ipv.no) ~ (ang.cut + prov.cut + alc.cut)^2
Resid. Df Resid. Dev Df Deviance P(>|Chi|)
1 2 1.0875
2 0 1.8387 2 -0.75117
Cheers, David Duffy.
| David Duffy (MBBS PhD) ,-_|\ | email: davidD at qimr.edu.au ph: INT+61+7+3362-0217 fax: -0101 / * | Epidemiology Unit, Queensland Institute of Medical Research \_,-._/ | 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v