| Date: | Wed, 28 Mar 2012 10:00:27 -0400 |
| Reply-To: | ryan.andrew.black@GMAIL.COM |
| Sender: | "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> |
| From: | Ryan Black <ryan.andrew.black@GMAIL.COM> |
| Subject: | Re: Problem with poisson regression in GLIMMIX |
|
| In-Reply-To: | <7.0.1.0.2.20120328084003.04a9fbe8@Dartmouth.Edu> |
| Content-Type: | text/plain; charset=us-ascii |
One option is to fit a logistic regression in the NLMIXED procedure and estimate the log(RR) via ESTIMATE statements. The brilliant Dale has explained how to do this previously. Search the archives. A log-binomial is possible via GENMOD or GLIMMIX but you could run into convergence problems or predicted probabilities greater than 1.0.
Ryan
On Mar 28, 2012, at 9:09 AM, "Kevin F. Spratt" <Kevin.F.Spratt@DARTMOUTH.EDU> wrote:
> I have run a glimmix procedure using poisson regression to estimate
> relative risks
> associated with various binary predictors. I show two models below.
>
> * full model;
>
> PROC GLIMMIX DATA=save.demos METHOD=RSPL;
> CLAsS pT_age_c2 pt_sex pt_emp pt_ret smoke
> diabe hp_card hp_renu hp_psyc ;
>
> MODEL dv = pt_age_c2 pt_sex pt_emp pt_ret
> smoke diabe hp_card hp_renu hp_psyc / LINK=LOG
> S DIST=POISSON;
>
> LSMEANS pt_age_c2 / ILINK CL OM PDIFF;
> LSMEANS pt_sex / ILINK CL OM PDIFF;
> LSMEANS pt_emp / ILINK CL OM PDIFF;
> LSMEANS pt_ret / ILINK CL OM PDIFF;
> LSMEANS smoke / ILINK CL OM PDIFF;
> LSMEANS diabe / ILINK CL OM PDIFF;
> LSMEANS hp_card / ILINK CL OM PDIFF;
> LSMEANS hp_renu / ILINK CL OM PDIFF;
> LSMEANS hp_psyc / ILINK CL OM PDIFF;
>
> run;
>
> * one variable model;
>
> PROC GLIMMIX DATA=save.demos METHOD=RSPL;
> CLAsS pT_age_c2 ;
>
> MODEL dv = pt_age_c2 / LINK=LOG S DIST=POISSON;
>
> LSMEANS pt_age_c2 / ILINK CL OM PDIFF;
>
> run;
>
> My problem:
>
> For the one variable model, the results produce the RR that is
> consistent with what
> I get with proc freq, but the confidence intervals for the glimmix and freq
> procedures are not even close. This is probably due to the fact that the
> dependent variable (dv), although 0/1, is not necessarily a rare event.
>
> So, for the one variable models I can get my results using proc freq but for
> the multi-variable model I plan to figure out a way to produce
> non-parametric confidence
> intervals using bootstrapping. Before I go to this trouble, I'm wondering if
> there is a more straightforward way to do this within glimmix. Can I
> changes some
> options in the glimmix model that will "magically" solve this problem
> or are the
> model coefficients in the multi-variable Poisson model not able to
> provide appropriate
> adjusted relative risk estimates?
>
> I have run the models using logistic regression and get odds ratios,
> but, as we know
> odds ratios and relative risks can be quite different when the 0/1
> dependent variable
> is not relative "rare." The differences in these data, at the
> univariate level
> suggest that ORs are markedly over-estimating variable effects
> compared to the RRs.
>
> As always, any help greatly appreciated.
>
> PS: if the RR estimates are correct but bootstrapping to obtain
> accurate non-parametric
> confidence intervals for the values is needed, would this be a
> reasonable paper to submit
> for next year's SGF? If so, I would be willing to collaborate. I'm
> sure I can figure
> out how to do it, I'm less sure that I can produce a "really cool"
> macro that would be
> of use to the community.
>
>
>
>
> ______________________________________________________________________
>
> Kevin F. Spratt, Ph.D.
> Department of Orthopaedic Surgery
> Dartmouth Medical School
> One Medical Center Drive
> DHMC
> Lebanon, NH USA 03756
> (603) 653-6012 (voice)
> (603) 653-6013 (fax)
> Kevin.F.Spratt@Dartmouth.Edu (e-mail)
>
> Data is not information;
> Information is not knowledge;
> Knowledge is not understanding;
> Understanding is not wisdom.
>
> - Cliff Stoll and Gary Schubert
>
> _______________________________________________________________________
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