Good afternoon,
We are running a matched logistic regression where some of the cases are
matched
1:1, but we also have 1:2, 1:3 and 1:4 matches.
The analyst originally ran it in SAS. He used PROC PHREG with cases coded as 1,
controls as 0. Follow-up was defined to be 2 for controls and 1 for cases,
stratifying in the case-control group. All this is explained in one of the SAS
technical reports. We get coefficients in the order of 15 and -15 and all the
standard errors had the same value of 1519. I don't have experience with
conditional logistic regression, but these numbers made me think that the model
didn't converge and SAS was silent about it.
So, I tried it in S-Plus (3.4, Unix, cph in Design library) and I got the
message "log likelihood converged before ... beta may be infinite". The
parameter estimates weren't quite as high as those of SAS (in the order of 2),
but when I increased the number of interations the coefficients increased to
values in the order of six. I observed the same pattern with standard errors
(all 2.58 or something like that)
My questions:
Is this a case where the parameter estimates are infinity? Everything seems to
indicate so.
Coxph requires to code survival time as a constant. Why does SAS do it
differently?
Thanks in advance
Carlos Alzola
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