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Date:         Tue, 3 Jun 2008 17:12:18 -0500
Reply-To:     Robin R High <rhigh@UNMC.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Robin R High <rhigh@UNMC.EDU>
Subject:      Re: Zero Successes in Logistic Issue Creates Pairwise Problems
Comments: To: Warren Schlechte <Warren.Schlechte@TPWD.STATE.TX.US>
In-Reply-To:  <43C07A163F7E764A8B27F6DAE2B126BF1AAF7D33@tpwd-mx0.tpwd.state.tx.us>
Content-Type: text/plain; charset="US-ASCII"

Warren,

Look at this paper by Paul Allison from the most recent SGF in San Antonio

http://www2.sas.com/proceedings/forum2008/360-2008.pdf

You should not apply PROC GENMOD in this situation; Proc Logistic has the exact option, and you can also try the penalized approach with a SAS macro available at:

http://www.meduniwien.ac.at/msi/biometrie/programme/fl/

I've had success with this latter approach with a zero count in n trials from one of several group, though you need to dummy code data, including the response (0/1); in some circumstances for reasons unknown, it doesn't work.

Robin High UNMC

Warren Schlechte <Warren.Schlechte@TPWD.STATE.TX.US> Sent by: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> 06/03/2008 03:35 PM Please respond to Warren Schlechte <Warren.Schlechte@TPWD.STATE.TX.US>

To SAS-L@LISTSERV.UGA.EDU cc

Subject Zero Successes in Logistic Issue Creates Pairwise Problems

Suppose I have the following data (for illustrative purposes, these are a simplification of data which are causing the problem):

Successes Trials Group 1 5 A 0 5 B 20 100 C 0 100 D

For groups A and C, my estimate of p-hat = 0.20, for B and D, p-hat = 0.00. Under the binomial approach, var(B)=var(D)=0.

However, if I were to compare A and B, it seems likely they could both arise from the same underlying mechanism, but low sample size means I might observe 0 successes; whereas the same comparison for C versus D would suggest these likely arrive from two different mechanisms. A Bayesian approach, using a uniform prior [0,1] would suggest what logic suggests.

The question I have is, how do I get reasonable estimates from SAS of the variance (and associated CI) for the p-hats when I have observed zero successes? I am using data of this type within the Proc Genmod framework and getting very unreasonable CI for my groups B and D. Because of this, I cannot seem to get reasonable pairwise tests of my groups (my SE are much too large). Do I need to do my SE calculations and comparisons by hand afterwards or is there a SAS fix?

Thanks,

Warren Schlechte HOH Fisheries Science Center 5103 Junction Hwy Ingram, TX 78025 Phone 830.866.3356 x.214 Fax 830.866.3549


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