Binary logistic regression and its extensions to unordered polytocous response, ordered polytocous response, and Poisson response are among the most popular mathematical models for the analysis of categorical data with widespread applicability in the biomedical sciences. The usual method of inference for such models is unconditional maximum likelihood. For large well balanced data sets, or for data with only a few parameters this approach is satisfactory. However, unconditional maximum likelihood estimation can produce inconsistent point estimates, inaccurate p-values and inaccurate confidence intervals for small or imbalanced data sets, and for sets with a large number of parameters relative to the number of observations. Sometimes the method fails entirely as no estimates can be found which maximize the unconditional likelihood function. A methodologically sound alternative approach which as none of the above drawbacks is the exact conditional approach. Here one estimates the parameters of interest by computing the exact permutation distributions of their sufficient statistics, conditional on the observed values of the sufficient statistics for the remaining """"""""nuisance"""""""" parameters. The major stumbling block to exact permutational inference has always been the heavy computational burden it imposes. Despite the availability of fast numerical algorithms for the exact computations, there numerous instances where a data set is tool large to be analyses by the exact methods, yet too sparse or imbalanced for the maximum likelihood approach to be reliable. What is needed is a reliable Monte Carlo alternative to the exact conditional approach which can bridge the gap between the exact and asymptotic methods of inference. The problem is technically hard because conventional Monte Carlo methods lead to massive rejection of samples that do not satisfy the constraints of the conditional distribution. We propose a network sampling approach to the Monte Carlo problem that we believe is a major break-through for this difficult but important problem.

Agency
National Institute of Health (NIH)
Institute
National Cancer Institute (NCI)
Type
Small Business Innovation Research Grants (SBIR) - Phase II (R44)
Project #
5R44CA064112-03
Application #
2608113
Study Section
Special Emphasis Panel (ZRG7-SSS-X (73))
Program Officer
Choudhry, Jawahar
Project Start
1994-04-15
Project End
1998-11-30
Budget Start
1997-12-01
Budget End
1998-11-30
Support Year
3
Fiscal Year
1998
Total Cost
Indirect Cost
Name
Cytel Software Corporation
Department
Type
DUNS #
183012277
City
Cambridge
State
MA
Country
United States
Zip Code
02139