Programming the statistical procedures from SAS

Penalized likelihood estimation

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Regular Contributor
Posts: 226

Penalized likelihood estimation

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!!

Regular Contributor
Posts: 152

Re: Penalized likelihood estimation

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.

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