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Fitting stratified proportional odds models by amalgamating conditional likelihoods
Author(s) -
Mukherjee Bhramar,
Ahn Jaeil,
Liu Ivy,
Rathouz Paul J.,
Sánchez Brisa N.
Publication year - 2008
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.3325
Subject(s) - categorical variable , statistics , mathematics , econometrics , estimator , covariate , logistic regression , logit , ordinal regression , computer science
Abstract Classical methods for fitting a varying intercept logistic regression model to stratified data are based on the conditional likelihood principle to eliminate the stratum‐specific nuisance parameters. When the outcome variable has multiple ordered categories, a natural choice for the outcome model is a stratified proportional odds or cumulative logit model. However, classical conditioning techniques do not apply to the general K ‐category cumulative logit model ( K >2) with varying stratum‐specific intercepts as there is no reduction due to sufficiency; the nuisance parameters remain in the conditional likelihood. We propose a methodology to fit stratified proportional odds model by amalgamating conditional likelihoods obtained from all possible binary collapsings of the ordinal scale. The method allows for categorical and continuous covariates in a general regression framework. We provide a robust sandwich estimate of the variance of the proposed estimator. For binary exposures, we show equivalence of our approach to the estimators already proposed in the literature. The proposed recipe can be implemented very easily in standard software. We illustrate the methods via three real data examples related to biomedical research. Simulation results comparing the proposed method with a random effects model on the stratification parameters are also furnished. Copyright © 2008 John Wiley & Sons, Ltd.