So, do I have to worry about the "Quasi-Complete separation" message when running a PROC LOGISTIC, if I just care to know which variables are significant? I don't care about their estimates. Also, fyi, all my predictor variables are categorical and and are collapsed as much as it makes sense for them to be.
Thanks!
Divya
It depends on where the separation is. When there is quasi-complete separation, usually one variable will have very odd confidence intervals. Those shouldn't be used. But the other ones can. See this paper by Paul Allison
Thank you!!!!
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