Quasi-complete separation in PROC LOGISTIC, but I just care about significant variables. So....

[TryingwithSAS]

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

[plf515]

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

[TryingwithSAS]

Thank you!!!!