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st: Exact logistic regression


From   Marcus Keupp <[email protected]>
To   [email protected]
Subject   st: Exact logistic regression
Date   Mon, 13 Jun 2005 11:22:52 +0200

Dear Listers,

I wonder if there is a way to estimate exact logistic regression by now.
I have found a discussion that took place about one year ago ("Cytel 
Challenge")
where Joseph Hilbe mentioned that such a procedure is not yet available.

My analysis is dealing with a data set that does not behave very well - 
data
are sparse, n is small and the sample distribution is skewed. I build
my inference by way of contingency tables, however I would like to
run a logit model (dep.var.: coded nominal 0/1, indep.vars.: ordered 
categorical coded 1/2/3) to check strength and direction of association.

I do not trust the LR chi2 statistics and standard errors, as they 
rely on asymptotic theory which I feel is inappropriate for my data set.

Any suggestions as to how Stata might implement exact logistic
regression for this case? I have though about running a GLM, however
I do not know if this is appropriate for small sample sizes.

Best regards,
Marcus
___________________________________
Marcus Matthias Keupp, Dipl.-Kfm.
Research Associate
University of St. Gallen
Institute of Technology Management
Dufourstrasse 40a
CH-9000 St. Gallen / Switzerland
Tel. +41 (0)71 224 7236
Fax +41 (0)71 224 7301
www.item.unisg.ch

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