12-11-2012 05:31 AM
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!!
12-13-2012 09:46 AM
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
you may be able to adapt this code to a PROC GLIMMIX model for analyzing complex sample surveys.