Conditional logistic regression: Difference between revisions

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:<math> \mathbb{P}(Y_{i\ell}=1|X_{i\ell})=\frac{\exp(\alpha_i + \boldsymbol\beta^\top X_{i\ell})}{1+\exp(\alpha_i + \boldsymbol\beta^\top X_{i\ell})}</math>
 
where <math>\alpha_i</math> is the constant term for the <math>i</math>th stratum. 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 variablesparameters 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=249–251 |access-date=2016-11-04 |archive-url=https://web.archive.org/web/20161226114802/http://www.iarc.fr/en/publications/pdfs-online/stat/sp32/ |archive-date=2016-12-26 |url-status=dead }}</ref>
 
==Conditional likelihood==