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- Re: Using %nlmeans for Firth or exact logistic regression

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Posted 11-28-2022 03:24 AM
(690 views)

Due to sparse data and separation issue, I am running Firth or exact logistic regression instead of regular logistic regression. The statistics of interest is risk difference instead of odds ratio. I noticed that I can run "%nlmeans" with output from proc logistic firth but there is warning message "WARNING: The final Hessian matrix is not positive definite, and therefore the estimated covariance matrix is not full rank and may be

unreliable. The variance of some parameter estimates is zero or some parameters are linearly related to other parameters." Are the output still valid? If not, is there any alternative? How about obtaining risk difference from exact logistic regression?

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Ok, so if that message is coming from NLMeans, not PROC LOGISTIC, then yes, it is ignorable and just occurs because of the use of GLM parameterization. In that case, the results from LSMEANS or ESTIMATE statement(s) can be used with NLMeans and the results should correctly be based on the Firth-based results.

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