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Dealing with Separation in Logistic Regression Models

Published online by Cambridge University Press:  04 January 2017

Carlisle Rainey*
Affiliation:
Department of Political Science, Texas A&M University, 2010 Allen Building, College Station, TX 77843, USA
*
e-mail: crainey@tamu.edu (corresponding author)
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Abstract

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When facing small numbers of observations or rare events, political scientists often encounter separation, in which explanatory variables perfectly predict binary events or nonevents. In this situation, maximum likelihood provides implausible estimates and the researcher might want incorporate some form of prior information into the model. The most sophisticated research uses Jeffreys’ invariant prior to stabilize the estimates. While Jeffreys’ prior has the advantage of being automatic, I show that it often provides too much prior information, producing smaller point estimates and narrower confidence intervals than even highly skeptical priors. To help researchers assess the amount of information injected by the prior distribution, I introduce the concept of a partial prior distribution and develop the tools required to compute the partial prior distribution of quantities of interest, estimate the subsequent model, and summarize the results.

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Type
Articles
Copyright
Copyright © The Author 2016. Published by Oxford University Press on behalf of the Society for Political Methodology 
Supplementary material: PDF

Rainey supplementary material

Appendix

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