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Related Experiment Videos

A permutation test for inference in logistic regression with small- and moderate-sized data sets.

Douglas M Potter1

  • 1Biostatistics Department, Graduate School of Public Health, and Biostatistics Facility, University of Pittsburgh Cancer Institute, University of Pittsburgh, Suite 325, Sterling Plaza, 201 North Craig Street, Pittsburgh, PA 15213, USA. potter@upci.pitt.edu

Statistics in Medicine
|October 30, 2004
PubMed
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For small data sets, a simple permutation test offers accurate inference in logistic regression, unlike asymptotic methods. This permutation test controls type I error effectively, providing reliable results where other methods fail.

Area of Science:

  • Statistics
  • Biostatistics
  • Computational Statistics

Background:

  • Large sample inference for logistic regression is unreliable with small data sets.
  • Maximum likelihood estimates may not exist, invalidating standard asymptotic results.
  • Exact conditional logistic regression can be overly conservative and sensitive to data grouping.

Purpose of the Study:

  • To introduce a permutation test for logistic regression in small data settings.
  • To evaluate the performance of the permutation test against asymptotic and exact methods.
  • To provide a robust inferential method when maximum likelihood estimates fail.

Main Methods:

  • A permutation test was developed by replacing the variable of interest with residuals.
  • Logistic regressions were performed on permuted residuals to compute p-values.

Related Experiment Videos

  • Simulations involved binary outcome data with binary or lognormal independent variables.
  • Main Results:

    • The permutation test effectively controlled type I error in small (n=20) data sets, unlike the asymptotic likelihood ratio test.
    • In large (n=1000) data sets, the permutation test performed comparably to the asymptotic test.
    • Permutation test p-values were similar to mid-p-values from exact conditional logistic regression in small data.

    Conclusions:

    • A simple permutation test is a reliable alternative for logistic regression with small data.
    • This method overcomes limitations of existing approaches, including non-existent maximum likelihood estimates.
    • The permutation test provides accurate and robust inference across various data scenarios.