Dear colleagues,
When we run a logistic regression, we assume that the Wald test for a specific parameter has an asymptotic standard Normal distribution. Therefore, when we look at the 95% confidence interval provided for the parameter, before being exponentiated,it is calculated by the following expression: B±1.96SE. But, if the number of observations for the category associated to the parameter estimated is low, then the parameter will not have a Standard Normal distribution. If I am not mistaken, is there a way to change it when estimating a logistic regression?
Thank you in advance.
Best regards,
Iuri
You can change the confidence interval from a Wald interval to a likelihood-based interval. Specify CLPARM=PL to request the profile likelihood intervals. For details on their construction, see "Confidence Intervals for Parameters" in the Details section of the PROC LOGISTIC documentation.
@iuri_leite wrote:
Dear colleagues,
When we run a logistic regression, we assume that the Wald test for a specific parameter has an asymptotic standard Normal distribution. Therefore, when we look at the 95% confidence interval provided for the parameter, before being exponentiated,it is calculated by the following expression: B±1.96SE. But, if the number of observations for the category associated to the parameter estimated is low, then the parameter will not have a Standard Normal distribution. If I am not mistaken, is there a way to change it when estimating a logistic regression?
I'm not sure I understand the question. In particular, when you say "is there a way to change it", what does "it" refer to, what do you want to change?
If I was to guess at what you mean, you need to tell PROC LOGISTIC to compute the confidence intervals for the parameter estimates via the CLPARM= option.
You can change the confidence interval from a Wald interval to a likelihood-based interval. Specify CLPARM=PL to request the profile likelihood intervals. For details on their construction, see "Confidence Intervals for Parameters" in the Details section of the PROC LOGISTIC documentation.
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