Thread View: bit.listserv.stat-l
1 messages
1 total messages
Started by Philip Gallagher,(919)929-6010
Mon, 26 Jul 1993 13:32
Logistic regr. advice - convergence problems
Author: Philip Gallagher,(919)929-6010
Date: Mon, 26 Jul 1993 13:32
Date: Mon, 26 Jul 1993 13:32
62 lines
4228 bytes
4228 bytes
Needed: Reassurance (?) that my advice to a student is OK.
(But shoot me down if I need it!)
Problem: Logistic regression (PROC LOGIST in SAS 6.04) doesn't
converge in 25 iterations when some variables in a
34 observation dataset are included in the model.
Advice about to be given:
Dear hard-working, under-the-gun (thesis defense in
48 hours) medical and graduate student:
You and I have run several logistic regressions on your
dataset and found interesting results for most of the
variables crucial to your hypothesis. However, there are
a few other interesting variables for which PROC LOGIST
doesn't converge using the default convergence and
iterations criteria. When we vary those criteria widely
we can get convergence, but the parameter estimates vary
ENORNIMOUSLY (spelling courtesy of my favorite theology
student), depending on the non-default criteria invoked.
It seems to me that the particular configuration of
data in your sample leads to solutions which bounce
around among multiple local maxima, especially depending
upon whether or not some observations are deleted from
the analysis as a consequence of missing data problems.
Since your sample size of 38 observations is (at my most
generous) but modest for a six-to-eight variable logistic
regression, MY ADVICE IS:
Take the money and run! Report to your committee those
results for which (presumptively) the parameter
estimates are stable (convergence under default
conditons), tell them that several other variables
are in fact interesting but that the data in this
particular sample lead to equivocal results, and that,
considering the size of this sample, attempts to
wrest more earth-shaking conclusions from the data
are unjustifed. Urge that the research be continued,
etc., and emphasize what a wonderfule contribution
the results you do have make to the Progress of Science.
Phil's question to you gurus:
Does this advice seem reaonable to you? (More to the point, and
this is why I consult you, should it appease her committee members?)
Are there any other (better, if you please) arguments that I should
suggest she advance?
I have gone to lots of effort on this student's work - it's
interesting (diet and benign breast disease), competently
carried out, she is one of those rare students who takes up an
idea or technique and executes it well while learning enough
about it to go far beyond the limited advice given, and one gets
the (unusual) feeling that she will put all of the lessons
learned in this grueling stint into good use as a physician and
nutritionist. If you have some better advice for her, please
send it to me for her, not to make me look better (but I'll take
it, I'll take it!!), but because she will make productive use
of it, if not in this small piece of research, then in her future
career.
Phil Gallagher
uphilg@uncmvs.oit.unc.edu
Thread Navigation
This is a paginated view of messages in the thread with full content displayed inline.
Messages are displayed in chronological order, with the original post highlighted in green.
Use pagination controls to navigate through all messages in large threads.
Back to All Threads