Exact logistic regression is used to model binary outcome variables in which the
log odds of the outcome is modeled as a linear combination of the predictor
variables. It is used when the sample size is too small for a regular
logistic regression (which uses the standard maximum-likelihood-based estimator)
and/or when some of the cells formed by the outcome and
categorical predictor variable have no observations. The estimates given
by exact logistic regression do not depend on asymptotic results.
This page uses the following packages. Make sure that you can load
them before trying to run the examples on this page. If you do not have
a package installed, run: install.packages("packagename"), or
if you see the version is out of date, run: update.packages().
require(elrm)
Version info: Code for this page was tested in R version 3.0.1 (2013-05-16)
On: 2013-08-06
With: elrm 1.2.1; coda 0.16-1; lattice 0.20-15; knitr 1.3
Please note: The purpose of this page is to show how to use various data
analysis commands. It does not cover all aspects of the research process which
researchers are expected to do. In particular, it does not cover data
cleaning and checking, verification of assumptions, model diagnostics or
potential follow-up analyses.
Example of exact logistic regression
Suppose that we are interested in the factors
that influence whether or not a high school senior is admitted into a very competitive
engineering school. The outcome variable is binary (0/1): admit or not admit.
The predictor variables of interest include student gender and whether or not the
student took Advanced Placement calculus in high school. Because the response variable is binary, we need
to use a model that handles 0/1 outcome variables correctly. Also, because of the number of students
involved is small, we will need a procedure that can perform the estimation with
a small sample size.
Description of the data
The data for this exact logistic data analysis include the number of students admitted, the total
number of applicants broken down by gender (the variable female), and whether or not
they had taken AP calculus (the variable apcalc). Since the dataset is so small,
we will read it in directly.
dat <- read.table(text = " female apcalc admit num 0 0 0 7 0 0 1 1 0 1 0 3 0 1 1 7 1 0 0 5 1 0 1 1 1 1 0 0 1 1 1 6", header = TRUE)
The num variable indicates frequency weight. We use this to expand the dataset and
then look at some frequency tables.
## expand dataset by repeating each row num times and drop the num ## variable dat <- dat[rep(1:nrow(dat), dat$num), -4] ## look at various tables xtabs(~female + apcalc, data = dat)
## apcalc ## female 0 1 ## 0 8 10 ## 1 6 6
xtabs(~female + admit, data = dat)
## admit ## female 0 1 ## 0 10 8 ## 1 5 7
xtabs(~apcalc + admit, data = dat)
## admit ## apcalc 0 1 ## 0 12 2 ## 1 3 13
xtabs(~female + apcalc + admit, data = dat)
## , , admit = 0 ## ## apcalc ## female 0 1 ## 0 7 3 ## 1 5 0 ## ## , , admit = 1 ## ## apcalc ## female 0 1 ## 0 1 7 ## 1 1 6
The tables reveal that 30 students applied for the Engineering program. Of
those, 15 were admitted and 15 were denied admission. There were 18 male and 12
female applicants. Sixteen of the applicants had taken AP calculus and 14 had
not. Note that all of the females who took AP calculus were admitted, versus only 70% the males.
Analysis methods you might consider
Below is a list of some analysis methods you may have
encountered. Some of the methods listed are quite reasonable, while others have
either fallen out of favor or have limitations.
- Exact logistic regression – This technique is appropriate because
the outcome variable is binary, the sample size is small, and some cells are
empty. - Regular logistic regression – Due to the small sample size and the presence of
cells with no subjects, regular logistic regression is not advisable, and it
might not even be estimable. - Two-way contingency tables – with Fisher’s exact test due to small expected values.
(Approximate) Exact logistic regression
Let’s run an (approximate) exact logistic analysis using the elrm command
in the elrm package. This is based on MCMC sampling. It requires a collapsed
data set with number of trials and number of successes, so we make that first.
x <- xtabs(~admit + interaction(female, apcalc), data = dat) x # view cross tabs
## interaction(female, apcalc) ## admit 0.0 1.0 0.1 1.1 ## 0 7 5 3 0 ## 1 1 1 7 6
cdat <- cdat <- data.frame(female = rep(0:1, 2), apcalc = rep(0:1, each = 2), admit = x[2, ], ntrials = colSums(x)) cdat # view collapsed data set
## female apcalc admit ntrials ## 0.0 0 0 1 8 ## 1.0 1 0 1 6 ## 0.1 0 1 7 10 ## 1.1 1 1 6 6
Now we can estimate the approximate logistic regression using elrm and
MCMC sampling. We will do 22,000 iterations with a 2,000 burnin for a
final chain of 20,000. Note that for the combined model of female and apcalc, we
use a chain of 5 million. This is because for inference, each effect needs at least
1,000, but because the conditional joint distribution is degenerate, for the female effect
the ratio of useable trials is low, meaning that to achieve over 1,000, the total iterations
must be extremely high.
## model with female predictor only m.female <- elrm(formula = admit/ntrials ~ female, interest = ~female, iter = 22000, dataset = cdat, burnIn = 2000)
## summary of model including estimates and CIs summary(m.female)
## ## Call: ## [[1]] ## elrm(formula = admit/ntrials ~ female, interest = ~female, iter = 22000, ## dataset = cdat, burnIn = 2000) ## ## ## Results: ## estimate p-value p-value_se mc_size ## female 0.522 0.486 0.00428 20000 ## ## 95% Confidence Intervals for Parameters ## ## lower upper ## female -1.13 2.31
## trace plot and histogram of sampled values from the sufficient ## statistic plot(m.female)
## model with apcalc predictor only m.apcalc <- elrm(formula = admit/ntrials ~ apcalc, interest = ~apcalc, iter = 22000, dataset = cdat, burnIn = 2000)
## Progress: 0% Progress: 5% Progress: 10% Progress: 15% Progress: 20% Progress: 25% Progress: 30% Progress: 35% Progress: 40% Progress: 45% Progress: 50% Progress: 55% Progress: 60% Progress: 65% Progress: 70% Progress: 75% Progress: 80% Progress: 85% Progress: 90% Progress: 95% Progress: 100%
## summary of model including estimates and CIs summary(m.apcalc)
## ## Call: ## [[1]] ## elrm(formula = admit/ntrials ~ apcalc, interest = ~apcalc, iter = 22000, ## dataset = cdat, burnIn = 2000) ## ## ## Results: ## estimate p-value p-value_se mc_size ## apcalc 2.86 0.00035 0.00013 20000 ## ## 95% Confidence Intervals for Parameters ## ## lower upper ## apcalc 1.08 Inf
## trace plot and histogram of sampled values from the sufficient ## statistic plot(m.apcalc)
## run not automated for time purposes ## results
Note that this approximate technique with sufficient burnin and iterations is quite similar with the
exact logistic estimates from Stata.
- The first part of the output echoes the call used to create the model.
The results has three rows, one for the joint distribution, and one for each
parameter. - The estimate column has the parameter estimates (joint is NA). The next
column gives the p-values. For the joint row, the p-value is that both effects
are simultaneously zero. Forfemaleandapcalc, it is the p-value
for testing that the individual parameter estimate is zero. Next is the
Monte Carlo standard errors for the p-value. Finally, mc_size is the length of
the Markov chain of sampled values of sufficient statistics used for each parameter
estimate. Note that all the length of the chain for the joint test was 5 million,
a mere 1,739 for the female parameter. Because each Markov chain needs to be sufficiently
long for stable inference, we needed to increase the total chain size to stably estimate female.
For apcalc, the chain length is larger than necessary (over 1 million). - below the main results are the confidence intervals for each parameter estimate.
- We can also plot each model, to obtain trace plots of the Markov chains.
Things to consider
- Firth logit may be helpful if you have separation in your data. This
can be done in R using thelogistfpackage. - Exact logistic regression is an alternative to conditional logistic
regression if you have stratification, since both condition on the number of
positive outcomes within each stratum. The estimates from these two
analyses will be different because a conditional logistic conditions only on the
intercept term, exact logistic conditions on the sufficient
statistics of the other regression parameters as well as the intercept term.
References
- Zamar, D., McNeney, B., and Graham, J. (2007). elrm: Software
Implementing Exact-like Inference for Logistic Regression Models.
http://www.jstatsoft.org/v21/i03/paper - Collett, D. Modeling Binary Data, Second Edition. Boca
Raton: Chapman and Hall. - Cox, D. R. and Snell, E. J. (1989). Analysis of Binary Data, Second
Edition. Boca Raton: Chapman and Hall. - Hirji, K. F. (2005). Exact Analysis of Discrete Data. Boca Raton: Chapman
and Hall.