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?
... View more