A Fresh Look at the Discriminant Function Approach for Estimating Crude or Adjusted Odds Ratios.

A Fresh Look at the Discriminant Function Approach for Estimating Crude or Adjusted Odds Ratios.
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DOI:
10.1198/tast.2009.08246
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发表时间:
2009
期刊:
The American statistician
影响因子:
--
通讯作者:
Hill AN
Hill AN
中科院分区:
其他
文献类型:
--
作者:
Lyles RH;Guo Y;Hill AN

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假设二元结果,逻辑回归是估计与连续预测变量相对应的粗略或调整优势比的最常见方法。我们重新审视一种称为判别函数方法的方法,该方法产生封闭式估计量和相应的标准误差。在其最吸引人的应用中,我们表明该方法建议对结果和其他协变量感兴趣的连续预测变量进行多元线性回归,以代替传统的逻辑回归模型。如果标准诊断支持伴随该线性回归模型的假设(包括误差正态性),则所得估计器比通过逻辑回归的通常最大似然估计器具有明显的优势。这些包括基于对数比值比的最小方差无偏估计量的偏差和效率方面的改进,以及当逻辑回归由于数据点分离而无法收敛时估计的可用性。使用此处描述的判别函数方法进行多变量分析需要的假设比历史上受到批评的假设要宽松,并且当与特定连续预测变量相关的调整优势比是主要关注点时值得考虑。模拟和案例研究说明了这些观点。
Assuming a binary outcome, logistic regression is the most common approach to estimating a crude or adjusted odds ratio corresponding to a continuous predictor. We revisit a method termed the discriminant function approach, which leads to closed-form estimators and corresponding standard errors. In its most appealing application, we show that the approach suggests a multiple linear regression of the continuous predictor of interest on the outcome and other covariates, in place of the traditional logistic regression model. If standard diagnostics support the assumptions (including normality of errors) accompanying this linear regression model, the resulting estimator has demonstrable advantages over the usual maximum likelihood estimator via logistic regression. These include improvements in terms of bias and efficiency based on a minimum variance unbiased estimator of the log odds ratio, as well as the availability of an estimate when logistic regression fails to converge due to a separation of data points. Use of the discriminant function approach as described here for multivariable analysis requires less stringent assumptions than those for which it was historically criticized, and is worth considering when the adjusted odds ratio associated with a particular continuous predictor is of primary interest. Simulation and case studies illustrate these points.
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