Dear all
Is anyone aware of a problem with the GLM command?
I have recommended to a number of my collegues that they fit a
GLM with a log link and binomial error term when analysing cross-
sectional data with a dichotomous outcome. The benefit of this is
that the exponental of the paramater estimate is equivalent to the
relative prevalence. [I'm not looking for a debate on the wisdom of
this].
A number of them have reported a problem with their models when
they have several independent variables. For example I have a
model with three categorical predictors: agegroup (3 levels), sex (2
levels) and housing (2 levels).
The problem is that I get a message indicating that the log
likelihood function is not concave. Although this is possible I am
able to run the model without any problems is SAS. Furthermore,
there doesn't seem to be anything in the data that suggest there
would be a problem, i.e. all covariate patterns have a reasonable
number of observations for each level of the outcome of interest.
Surprisingly to me, the problem goes away if I add an interaction
term for sex and housing, although the interaction term is not
statistically significant and the data suggest it should be.
Any suggestions are greatly appreciated.
Thanks
Patrick
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