RE: st: Conditional logistic regression within GAM

[Jason Bond <jbond@arg.org>]

Looking into this further, although Cox proportional hazards modeling can be used to estimate conditional logistic regression models, the exact partial-likelihood method for handling tied failures must be used...an option which looks not to be available in GAM.

  Jason

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jason Bond
Sent: Tuesday, September 17, 2013 1:40 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Conditional logistic regression within GAM

Great...this helps...is there any reference you know of that describes the implementation of conditional logistic regression models using Cox proportional hazards modeling?  Thanks again,

  Jason

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kieran McCaul
Sent: Monday, September 16, 2013 11:19 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Conditional logistic regression within GAM

...

You can fit conditional logistic regression using Cox proportional hazards.


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jason Bond
Sent: Tuesday, 17 September 2013 6:57 AM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Conditional logistic regression within GAM

I was wondering if anyone knew of Stat's GAM implementing conditional logistic regression models...I guess I'm a bit surprised that I can't seem to find it given that conditional logistic regression models are one of the examples used in Hastie and Tibshirani's 'Generalized Additive Models' book.  Does anyone know of GAM (or any other type of non- or semi-parametric models) that allow the fitting of conditional logistic models in Stata?  Thanks much again in advance,

  Jason

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jason Bond
Sent: Wednesday, September 11, 2013 9:53 AM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Conditional logistic regression within GAM

Actually, the point of a paper I am writing is to compare fractional polynomial approaches with non- and semi-parametric approaches.  There are some pretty dramatic differences between the methods (e.g., confidence limits and others) that I'd like to highlight.  Thanks,

  Jason

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steve Samuels
Sent: Tuesday, September 10, 2013 2:54 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Conditional logistic regression within GAM


-mfp- and -fp- work with -clogit- and has the same purpose as -gam-


Steve

On Sep 10, 2013, at 5:12 PM, Jason Bond wrote:

I am trying to fit a generalized additive model to a matched case-control dataset to model a dichotomous outcome (i.e., using conditional logistic regression) as a function of a continuous risk factor.  In the help for the Royston and Ambler 'gam' ado function, the only options allowed are a binomial family and a logit link...which doesn't estimate conditional logistic models.  Does anyone know of an implementation of such a procedure?  Thanks much in advance,

 Jason

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