2016
DOI: 10.1093/pan/mpw014
|View full text |Cite
|
Sign up to set email alerts
|

Dealing with Separation in Logistic Regression Models

Abstract: When facing small numbers of observations or rare events, political scientists often encounter separation, in which explanatory variables perfectly predict binary events or nonevents. In this situation, maximum likelihood provides implausible estimates and the researcher might want incorporate some form of prior information into the model. The most sophisticated research uses Jeffreys’ invariant prior to stabilize the estimates. While Jeffreys’ prior has the advantage of being automatic, I show that it often p… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

1
54
0

Year Published

2017
2017
2022
2022

Publication Types

Select...
9
1

Relationship

0
10

Authors

Journals

citations
Cited by 70 publications
(63 citation statements)
references
References 48 publications
1
54
0
Order By: Relevance
“…For maximum‐likelihood estimation methods, a finite maximum likelihood would not exist and standard calculation of standard errors would fail. This is less of an issue for models using a Bayesian framework, as using prior information switches the focus of parameter estimation to posterior distribution summaries (Rainey, ). LPR had convergence issues for these datasets with default priors, but the use of more informative priors led to performance similar to the other JSDMs (see Supporting Information Appendix ), highlighting the importance of careful consideration of priors.…”
Section: Discussionmentioning
confidence: 99%
“…For maximum‐likelihood estimation methods, a finite maximum likelihood would not exist and standard calculation of standard errors would fail. This is less of an issue for models using a Bayesian framework, as using prior information switches the focus of parameter estimation to posterior distribution summaries (Rainey, ). LPR had convergence issues for these datasets with default priors, but the use of more informative priors led to performance similar to the other JSDMs (see Supporting Information Appendix ), highlighting the importance of careful consideration of priors.…”
Section: Discussionmentioning
confidence: 99%
“…In such a case, the maximum likelihood fitting method provides implausible estimates. To circumvent this problem we used Markov chain Monte Carlo (MCMC) simulations to fit the GLMs [23]. We also used the probabilistic programming language Stan [24] and the rethinking [19] package as interface to fit the GLMs.…”
Section: G Glm Creation and Selectionmentioning
confidence: 99%
“…This is also known as the 'separation' effect, where Frequentist computation (e.g. via maximum likelihood) may fail or 'provides implausible estimates' (Rainey, 2016). However, if the resulting 95% confidence interval had been calculated to fall in the same range of [−3, +1], then its interpretation is different, in fact the logical reverse (Sedimeier and Gigerenzer, 2001), and much less straightforward (Wasserstein and Lazar, 2016), and often confusing (Greenland et al, 2016).…”
Section: Under the Hood: Effect Sizes Uncertainty And Interpretationmentioning
confidence: 99%