Modeling Binary Correlated Responses using SAS, SPSS and R

von: Jeffrey R. Wilson, Kent A. Lorenz

Springer-Verlag, 2015

ISBN: 9783319238050 , 283 Seiten

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Modeling Binary Correlated Responses using SAS, SPSS and R


 

Preface

8

Part I: Introduction and Review of Modeling Uncorrelated Observations

10

Part II: Analyzing Correlated Data Through Random Component

11

Part III: Analyzing Correlated Data Through Systematic Components

15

Part IV: Analyzing Correlated Data Through the Joint Modeling of Mean and Variance

16

Contents

18

Part I: Introduction and Review of Modeling Uncorrelated Observations

25

Chapter 1: Introduction to Binary Logistic Regression

26

1.1 Motivating Example

26

1.2 Definition and Notation

27

1.2.1 Notations

27

1.2.2 Definitions

27

Categorical Variable in the Form of a Series of Binary Variables

28

Relationship Between Response and Predictor Variables

29

1.3 Exploratory Analyses

29

1.4 Statistical Models

31

1.4.1 Chapter 3: Standard Binary Logistic Regression Model

31

1.4.2 Chapter 4: Overdispersed Logistic Regression Model

31

1.4.3 Chapter 5: Survey Data Logistic Regression Model

32

1.4.4 Chapter 6: Generalized Estimating Equations Logistic Regression Model

32

1.4.5 Chapter 7: Generalized Method of Moments Logistic Regression Model

32

1.4.6 Chapter 8: Exact Logistic Regression Model

32

1.4.7 Chapter 9: Two-Level Nested Logistic Regression Model

33

1.4.8 Chapter 10: Hierarchical Logistic Regression Model

33

1.4.9 Chapter 11: Fixed Effects Logistic Regression Model

33

1.4.10 Chapter 12: Heteroscedastic Logistic Regression Model

33

1.5 Analysis of Data

34

1.5.1 SAS Programming

35

1.5.2 SPSS Programming

35

1.5.3 R Programming

35

1.6 Conclusions

36

1.7 Related Examples

37

1.7.1 Medicare Data

37

1.7.2 Philippines Data

37

1.7.3 Household Satisfaction Survey

38

1.7.4 NHANES: Treatment for Osteoporosis

38

References

39

Chapter 2: Short History of the Logistic Regression Model

40

2.1 Motivating Example

40

2.2 Definition and Notation

41

2.2.1 Notation

41

2.2.2 Definition

41

2.3 Exploratory Analyses

42

2.4 Statistical Model

43

2.5 Analysis of Data

45

2.6 Conclusions

45

References

46

Chapter 3: Standard Binary Logistic Regression Model

48

3.1 Motivating Example

49

3.1.1 Study Hypotheses

49

3.2 Definition and Notation

49

3.3 Exploratory Analyses

51

3.4 Statistical Models

54

3.4.1 Probability

55

3.4.2 Odds

55

3.4.3 Logits

56

3.4.4 Logistic Regression Versus Ordinary Least Squares

56

3.4.5 Generalized Linear Models

57

3.4.6 Response Probability Distributions

58

3.4.7 Log-Likelihood Functions

58

3.4.8 Maximum Likelihood Fitting

58

3.4.9 Goodness of Fit

59

3.4.10 Other Fit Statistics

59

3.4.11 Assumptions for Logistic Regression Model

60

3.4.12 Interpretation of Coefficients

60

3.4.13 Interpretation of Odds Ratio (OR)

60

3.4.14 Model Fit

61

3.4.15 Null Hypothesis

61

3.4.16 Predicted Probabilities

62

3.4.17 Computational Issues Encountered with Logistic Regression

63

3.5 Analysis of Data

63

3.5.1 Medicare Data

64

SAS Output

69

SAS Output

69

3.6 Conclusions

74

3.7 Related Examples

74

Appendix: Partial Medicare Data time=1

75

References

76

Part II: Analyzing Correlated Data Through Random Component

78

Chapter 4: Overdispersed Logistic Regression Model

79

4.1 Motivating Example

79

4.2 Definition and Notation

80

4.3 Exploratory Data Analyses

81

4.4 Statistical Model

82

4.4.1 Williams Method of Analysis

83

4.4.2 Overdispersion Factor

84

4.4.3 Datasets

85

4.4.4 Housing Satisfaction Survey

85

4.5 Analysis of Data

85

4.5.1 Standard Logistic Regression Model

86

4.5.2 Overdispersed Logistic Regression Model

89

4.5.3 Exchangeability Logistic Regression Model

95

4.6 Conclusions

99

4.7 Related Example

100

4.7.1 Use of Word Einai

100

References

100

Chapter 5: Weighted Logistic Regression Model

102

5.1 Motivating Example

103

5.2 Definition and Notation

103

5.3 Exploratory Analyses

104

5.3.1 Treatment for Osteoporosis

105

5.4 Statistical Model

106

5.5 Analysis of Data

107

5.5.1 Weighted Logistic Regression Model with Survey Weights

107

SAS Program

108

5.5.2 Weighted Logistic Regression Model with Strata and Clusters Identified

118

5.5.3 Comparison of Weighted Logistic Regression Models

121

5.6 Conclusions

121

5.7 Related Examples

121

References

122

Chapter 6: Generalized Estimating Equations Logistic Regression

124

6.1 Motivating Example

124

6.1.1 Description of the Rehospitalization Issues

124

Study Hypotheses

125

6.2 Definition and Notation

125

6.3 Exploratory Analyses

127

6.4 Statistical Models: GEE Logistic Regression

130

6.4.1 Medicare Data

130

6.4.2 Generalized Linear Model

131

6.4.3 Generalized Estimating Equations

131

6.4.4 Marginal Model

132

6.4.5 Working Correlation Matrices

132

6.4.6 Model Fit

133

6.4.7 Properties of GEE Estimates

134

6.5 Data Analysis

134

6.5.1 GEE Logistic Regression Model

134

SAS Output

139

GEE with INDEP and EXCH CORR structure

139

6.6 Conclusions

149

6.7 Related Examples

150

References

151

Chapter 7: Generalized Method of Moments Logistic Regression Model

152

7.1 Motivating Example

152

7.1.1 Description of the Case Study

152

Study Hypotheses

153

7.2 Definition and Notation

153

7.3 Exploratory Analyses

154

7.4 Statistical Model

157

7.4.1 GEE Models for Time-Dependent Covariates

158

7.4.2 Lai and Small GMM Method

159

Types of Classification of Time-Dependent Covariates

159

7.4.3 Lalonde Wilson and Yin Method

161

7.5 Analysis of Data

162

7.5.1 Modeling Probability of Rehospitalization

162

7.5.2 SAS Results

163

7.5.3 SAS OUTPUT (Partial)

164

7.6 Conclusions

165

7.7 Related Examples

166

References

166

Chapter 8: Exact Logistic Regression Model

168

8.1 Motivating Example

168

8.2 Definition and Notation

169

8.3 Exploratory Analysis

170

8.3.1 Artificial Data for Clustering

170

8.3.2 Standard Logistic Regression

171

Sparse and Skewed Correlated Binary Data

171

8.3.3 Two-Stage Clustered Data

172

8.4 Statistical Models

173

8.4.1 Independent Observations

173

8.4.2 One-Stage Cluster Model

173

8.4.3 Two-Stage Cluster Exact Logistic Regression Model

175

8.5 Analysis of Data

176

8.5.1 Exact Logistic Regression for Independent Observations

176

8.5.2 Exact Logistic Regression for One-Stage Clustered Data

183

8.5.3 Exact Logistic Regression for Two-Stage Clustered Data

184

8.6 Conclusions

184

8.7 Related Examples

185

8.7.1 Description of the Data

185

8.7.2 Clustering

185

References

186

Part III: Analyzing Correlated Data Through Systematic Components

188

Chapter 9: Two-Level Nested Logistic Regression Model

189

9.1 Motivating Example

189

9.1.1 Description of the Case Study

189

9.1.2 Study Hypotheses

190

9.2 Definition and Notation

190

9.3 Exploratory Analyses

191

9.3.1 Medicare

193

9.4 Statistical Model

193

9.4.1 Marginal and Conditional Models

194

9.4.2 Two-Level Nested Logistic Regression with Random Intercept Model

195

9.4.3 Interpretation of Parameter Estimates

196

9.4.4 Two-Level Nested Logistic Regression Model with Random Intercept and Slope

197

9.4.5 Analysis of Data

198

9.4.6 Comparisons of Procedures (PROC NLMIXED Versus PROC GLIMMIX)

198

9.4.7 Model 1: Two-Level Nested Logistic Regression Model with Random Intercepts

199

SPSS Model 1: Logistic Regression Model with Random Intercepts

207

9.4.8 Two-Level Nested Logistic Regression Model Random Intercept and Slope

211

9.4.9 Model 2: Logistic Regression with Random Intercept/Random Slope for LOS

217

9.5 Conclusions

218

9.6 Related Examples

218

9.6.1 Multicenter Randomized Controlled Data (Beitler and Landis, 1985)

218

References

219

Chapter 10: Hierarchical Logistic Regression Models

221

10.1 Motivation

221

10.1.1 Description of Case Study

221

10.1.2 Study Hypotheses

222

10.2 Definitions and Notations

222

10.3 Exploratory Analyses

223

10.4 Statistical Model

224

10.4.1 Multilevel Modeling Approaches with Binary Outcomes

225

10.4.2 Potential Problems

225

10.4.3 Three-Level Logistic Regression Models with Multiple Random Intercepts

226

10.4.4 Three-Level Logistic Regression Models with Random Intercepts and Random Slopes

227

10.4.5 Nested Higher Level Logistic Regression Models

229

10.4.6 Cluster Sizes and Number of Clusters

229

10.4.7 Parameter Estimations

229

10.5 Analysis of Data

230

10.5.1 Modeling Random Intercepts for Levels 2 and 3

230

Graphical Representation

235

Three-Level Logistic Regression Model with Random Slopes

235

Graphical Representation

240

10.5.2 Interpretation

241

Binary Outcomes

242

10.6 Conclusions

242

10.7 Related Examples

243

References

244

Chapter 11: Fixed Effects Logistic Regression Model

245

11.1 Motivating Example

245

11.2 Definition and Notation

246

11.3 Exploratory Analysis

247

11.3.1 Philippine´s Data

247

11.4 Statistical Models

248

11.4.1 Fixed Effects Regression Models with Two Observations per Unit

249

11.4.2 Modeling More than Two Observations per Unit: Conditional Logistic

250

11.5 Analysis of Data

251

11.5.1 Fixed Effects Logistic Regression Model with Two Observations per Unit

251

Fixed Effects Logistic Regression Model with More than Two Observations

260

11.6 Conclusions

264

11.7 Related Examples

265

References

265

Part IV: Analyzing Correlated Data Through the Joint Modeling of Mean and Variance

267

Chapter 12: Heteroscedastic Logistic Regression Model

268

12.1 Motivating Example

268

12.2 Definitions and Notations

269

12.3 Exploratory Analyses

270

12.3.1 Dispersion Sub-model

273

12.4 Statistical Model

274

12.5 Analysis of Data

276

12.5.1 Heteroscedastic Logistic Regression Model

276

12.5.2 Standard Logistic Regression Model

279

12.5.3 Model Comparisons Mean Sub-model Versus Joint Modeling

280

12.6 Conclusions

281

12.7 Related Examples

281

References

283