12-15-2012 05:54 AM
Dear all SAS users,
I'm wondering if there's a way to get the p-values for the parameter estimates and odds ratio estimates and as well as the profile-likelihood confidence intervals produced from proc logistic with Firth's estimation?
Any input is greatly appreciated. Thanks in advance.
12-16-2012 01:05 AM
Hi Reeza. Thanks for your reply.
Is "Pr > ChiSq" under "Analysis of Maximum Likelihood Estimates" the one?
I was reading Logistic Regression Using SAS: Theory and Application, Second Edition by D Allison Paul. On page 58 it says "we should always specify CLPARM=PL option when using Firth method to deal with quasi-complete separation due to inaccurate conventional Wald confidence interval in such situations. Wald p-values can also be inaccurate for the problematic parameters, so inference should be focused instead on the confidence intervals." On page 59, it says "You should never trust Wald chi-squares for parameters with non-existent maximum likelihood estimates".
So I'm wondering if I can report the p-values under "Analysis of Maximum Likelihood Estimates".
Thanks in advance.