Hi,
I am playing with
clogit(case~spontaneous+induced+strata(stratum),data=infert)
from clogit help file.
This line works.
1. But, why strata(stratum) doesn't have a coefficient like spontaneous
and induced?
2. When I remove strata(stratum) from the command, this function seems
to keep running forever. Why?
3. I think the equation for clogit looks like
P=1/(1+ exp(-1*(a+bx+cy+.....))
In this example, I think the spontaneous is x, induced is y. So, b is
the coefficient for spontaneous and c is coefficient for induced. Where
can I find a?
Thank you.
Daniel Chan
Meteorologist
Georgia Forestry Commission
P O Box 819
Macon, GA
31202
Tel: 478-751-3508
Fax: 478-751-3465
On Thu, 23 Mar 2006, Dan Chan wrote:> Hi, > > I am playing with > clogit(case~spontaneous+induced+strata(stratum),data=infert) > from clogit help file. > > This line works.Yes, this is one of the nice features of R (that the examples work).> 1. But, why strata(stratum) doesn't have a coefficient like spontaneous > and induced?Because that's the whole point of conditional logistic regression. It is used in situations where the stratum coefficients can't be estimated reliably and where using ordinary maximum likelihood would give the wrong answer. When it is called conditional logistic regression it is usually used in matched case-control studies. [Econometricians use the same estimator but by a different name]> 2. When I remove strata(stratum) from the command, this function seems > to keep running forever. Why?It is effectively putting all the observations in the same stratum. The computation required is exponential in the number of observations per stratum and thus will take, to a first approximation, forever.> 3. I think the equation for clogit looks like > P=1/(1+ exp(-1*(a+bx+cy+.....)) > In this example, I think the spontaneous is x, induced is y. So, b is > the coefficient for spontaneous and c is coefficient for induced. Where > can I find a?You can't. Conditional logistic regression gives only the odds ratios, exp(b) and exp(c). Since the "infert" data come from a matched case-control study you couldn't get meaningful probabilities out of them anyway. Conditional logistic regression is a specialised and unusual estimator. It is theoretically interesting for being a genuinely useful example of an estimator that is consistent in a problem where the MLE is inconsistent. Apart from that it is of interest mostly to epidemiologists. If you really need to (or just want to) understand it you should read up on case-control studies. If you are near a university with a medical school they will have Breslow, N. E. and N. E. Day (1980). Statistical Methods in Cancer Research: Vol. 1 - The Analysis of Case-Control Studies. Lyon, France, IARC Scientific Publications. which I think is the best reference. There's probably stuff on the web, too. -thomas Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle
Dear Dan, I think you need more (theorical) background here.. clogit() in package survival performs conditional logistic regression where you have several groups (the strata, the matched sets). There is an intercept for each "stratum" in the model, but you do not obtain them since estimation is carried out via conditional likelihood, i.e. *given* the sufficient statistics for the intercepts themselves. Have a look to standard book on categorical data analysis. If you need estimates for the intercepts (try to) use glm(): glm(case~spontaneous+induced+stratum,data=infert,data=binomial) best, vito Dan Chan wrote:> Hi, > > I am playing with > clogit(case~spontaneous+induced+strata(stratum),data=infert) > from clogit help file. > > This line works. > > 1. But, why strata(stratum) doesn't have a coefficient like spontaneous > and induced? > 2. When I remove strata(stratum) from the command, this function seems > to keep running forever. Why? > 3. I think the equation for clogit looks like > P=1/(1+ exp(-1*(a+bx+cy+.....)) > In this example, I think the spontaneous is x, induced is y. So, b is > the coefficient for spontaneous and c is coefficient for induced. Where > can I find a? > > Thank you. > > > Daniel Chan > Meteorologist > Georgia Forestry Commission > P O Box 819 > Macon, GA > 31202 > Tel: 478-751-3508 > Fax: 478-751-3465 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- ===================================Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Universit? di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612