Penalized likelihood estimation

Miracle — Tue, 11 Dec 2012 10:31:42 GMT

Hi everyone.

I'd like know if SAS has an inbuilt command to do penalized likelihood estimation for a binary logistic regression taking into account the study design at the same time? something like the Firth's method in proc logistic?

Your advise is greatly appreciated!!

Re: Penalized likelihood estimation

1zmm — Thu, 13 Dec 2012 14:46:56 GMT

To answer your question, no.

SAS software that accounts for the study design of complex sample surveys like the design-based PROC SURVEYLOGISTIC is not based on maximum likelihoood estimation. Thus, Firth's method is inapplicable in this procedure. However, some have attempted to mimic this design-based analysis of complex sample surveys using model-based methods like generalized linear mixed models in PROC GLIMMIX.

Since SAS code to replicate Firth's method is available at

http://cemsiis.meduniwein.ac.at/kb/wf/software/statistische-software/fllogistf/,

you may be able to adapt this code to a PROC GLIMMIX model for analyzing complex sample surveys.

topic Penalized likelihood estimation in Statistical Procedures

Penalized likelihood estimation

Re: Penalized likelihood estimation