Conditional logistic regression: Difference between revisions

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'''Conditional logistic regression''' is an extension of [[logistic regression]] that allows to take into account [[stratification (clinical trials)|stratification]] and [[Matching (statistics)|matching]]. Its main field of application is [[observational studies]] and in particular [[epidemiology]]. It was designed in 1978 by [[Norman Breslow]], [[Nicholas Day]], K. T. Halvorsen, Ross L. Prentice and C. Sabai.<ref>{{cite journal | author = Breslow, N. E., Day, N. E., Halvorsen, K. T., Prentice, R. L., & Sabai, C.| title = Estimation of multiple relative risk functions in matched case-control studies. | journal = American Journal of Epidemiology | date = 1978 | volume = 108 | issue = 4 | pages = 299-307299–307 }}</ref> It is the most flexible and general procedure for matched data.

==Motivation==

Observational studies use [[stratification (clinical trials)|stratification]] or [[Matching (statistics)|matching]] as a way to control for [[confounding]]. Several tests existed before conditional logistic regression for matched data as shown in [[Conditional logistic regression#Related tests|related tests]]. However, they did not allow for the analysis of continuous predictors with arbitrary strata size. All of those procedures also lack the flexibility of conditional logistic regression and in particular the possibility to control for covariates.

Logistic regression can take into account stratification by having a different constant term for each strata. Let us denote <math>Y_{i\ell}\in\{0,1\}</math> the label (e.g. case status) of the <math>\ell</math>th observation of the <math>i</math>th strata and <math>X_{i\ell}\in\mathbb{R}^p</math> the values of the corresponding predictors. Then, the likelihood of one observation is

Logistic regression can take into account stratification by having a different constant term for each strata. Let us denote <math>Y_{i\ell}\in\{0,1\}</math> the label (e.g. case status) of the <math>\ell</math>th observation of the <math>i</math>th strata and <math>X_{i\ell}\in\mathbb{R}^p</math> the values of the corresponding predictors. Then, the likelihood of one observation is

:<math> \mathbb{P}(Y_{i\ell}=1|X_{i\ell})=\frac{\exp(\alpha_i +\boldsymbol\beta^\top X_{i\ell})}{1+\exp(\alpha_i +\beta^\top X_{i\ell})}</math>

where <math>\alpha_i</math> is the constant term for the <math>i</math>th strata. While this works satisfactorily for a limited number of strata, pathological behavior occurs when the strata are small. When the strata are pairs, the number of variables grows with the number of observations <math>N</math> (it equals <math>\frac{N}{2}+p</math>). The asymptotic results on which [[maximum likelihood estimation]] is based on are therefore not valid and the estimation is biased. In fact, it can be shown that the unconditional analysis of matched pair data results in an estimate of the odds ratio which is the square of the correct, conditional one.<ref>{{cite book |last1=Breslow |first1=N.E. |last2=Day|first2=N.E.|date=1980 |title=Statistical Methods in Cancer Research. Volume 1-The Analysis of Case-Control Studies |url=http://www.iarc.fr/en/publications/pdfs-online/stat/sp32/ |___location=Lyon, France |publisher= IARC |pages=249-251249–251 }}</ref>

==Conditional likelihood==

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==Related tests==

* [[Paired difference test]] allows to test the association between a binary outcome and a continuous predictor while taking into account pairing.

* [[Cochran-Mantel-Haenszel test]] allows to test the association between a binary outcome and a binary predictor while taking into account stratification with arbitrary strata size. When its conditions of application are verified, it is identical to the conditional logistic regression [[score test]]. <ref>{{cite journal | author = Day, N. E., Byar, D. P.| title = Testing hypotheses in case-control studies-equivalence of Mantel-Haenszel statistics and logit score tests. | journal = Biometrics | date = 1979 | volume = 35 | issue = 3 | pages = 623-630623–630 }}</ref>

* [[Cochran-Mantel-Haenszel test]] allows to test the association between a binary outcome and a binary predictor while taking into account stratification with arbitrary strata size. When its conditions of application are verified, it is identical to the conditional logistic regression [[score test]]. <ref>{{cite journal | author = Day, N. E., Byar, D. P.| title = Testing hypotheses in case-control studies-equivalence of Mantel-Haenszel statistics and logit score tests. | journal = Biometrics | date = 1979 | volume = 35 | issue = 3 | pages = 623-630 }}</ref>

==Notes==

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