Re: st: Re: firthlogit

[Nyasha Tirivayi <ntirivayi@gmail.com>]

Thanks Joseph

I will have to think carefully about what option to take. I will also
read more from literature, conflicting as it may be.

Regards

N.Tirivayi
Maastricht University

On Mon, Jan 17, 2011 at 4:44 AM, Joseph Coveney <jcoveney@bigplanet.com> wrote:
> Nyasha Tirivayi wrote:
>
> Thanks for your reply. Are you suggesting that it would be best to
> remove the problematic variable from the PSM model, since balance
> would still be difficult to achieve even if firthlogit is successful?
>
> --------------------------------------------------------------------------------
>
> No, I wasn't suggesting that.
>
> You'd essentially be relegating the problematic variable to ignorable status
> (as in "unobservable" or "unobserved variable") and appealing to sensitivity
> analysis for salvation.
>
> The option you were considering at first is to leave the problematic
> variable(s) in the propensity score model and match on the basis of predictions
> from -firthlogit-.  Even if you could find matches for the affected
> observations, are you sure that predictions from -firthlogit- deserve to be
> treated as propensity scores in the same manner as predictions from -logit-?
>
> An alternative, perhaps, would be to omit the affected cases so that you
> no longer have separation, and then restrict the domain of inference to the
> subpopulation represented by the remaining observations.  This might not be
> very appealing from a research-goal prospective . . .
>
> Propensity scores have been around for what, now, a quarter of a century?
> I'm guessing that yours isn't the first time separation has cropped up.  The
> literature on propensity score seems to be unsettled in many areas;
> nevertheless, it ought to have some sort of discussion of the problem and
> some recommendations or guidance by the experts, however conflicting.
>
> Joseph Coveney
>
>
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