elrm: Software Implementing Exact-like Inference for Logistic Regression Models
نویسندگان
چکیده
Exact inference is based on the conditional distribution of the sufficient statistics for the parameters of interest given the observed values for the remaining sufficient statistics. Exact inference for logistic regression can be problematic when data sets are large and the support of the conditional distribution cannot be represented in memory. Additionally, these methods are not widely implemented except in commercial software packages such as LogXact and SAS. Therefore, we have developed elrm, software for R implementing (approximate) exact inference for binomial regression models from large data sets. We provide a description of the underlying statistical methods and illustrate the use of elrm with examples. We also evaluate elrm by comparing results with those obtained using other methods.
منابع مشابه
Performing Exact Logistic Regression with the SAS System — Revised 2009
Exact logistic regression has become an important analytical technique, especially in the pharmaceutical industry, since the usual asymptotic methods for analyzing small, skewed, or sparse data sets are unreliable. Inference based on enumerating the exact distributions of sufficient statistics for parameters of interest in a logistic regression model, conditional on the remaining parameters, is...
متن کاملMonte Carlo Markov Chain Exact Inference for Binomial Regression Models
Current methods for conducting exact inference for logistic regression are not capable of handling large data sets due to memory constraints caused by storing large networks. We provide and implement an algorithm which is capable of conducting (approximate) exact inference for large data sets. Various application fields, such as genetic epidemiology, in which logistic regression models are fit ...
متن کاملMultivariate Analysis Applied in Bayesian Metareasoning
As Bayesian networks are applied to more complex and realistic real-world applications, the development of more efficient inference approaches is increasingly important. This paper presents a method for metareasoning in Bayesian networks adopting prediction models to select algorithms for the inference tasks, when multiple schemes are used to calculate the propagation of evidence. The proposed ...
متن کاملAccurate Parametric Inference for Small Samples
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical asymptotic approximations, the focus of this paper is not on theory but on implementation and applications. Numerical illustrations are given for logistic regression,...
متن کاملLattice Points, Contingency Tables, and Sampling
Markov chains and sequential importance sampling (SIS) are described as two leading sampling methods for Monte Carlo computations in exact conditional inference on discrete data in contingency tables. Examples are explained from genotype data analysis, graphical models, and logistic regression. A new Markov chain and implementation of SIS are described for logistic regression.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009