Statistics inside baseball. Read on if you want.

TIL that to fit a regression model for relative risk, you can use Poisson regression instead of the much finickier binomial regression with a log link. The first works on pretty much any reasonable data set. The second will fail about a quarter of the time, and it it works it will complain all the while.

Oh, and the relevant paper has been out for almost twenty years [1]. A five-year-old paper [2] shows that log-link binomial estimates *even when they work* are biased, while Poisson estimates aren't. As long as you use a robust variance estimator, the standard errors, and thus the p-values and confidence intervals, are nearly the same.

I've been tearing my hair out on this project trying to find a relative risk estimator that wouldn't choke on our data, and would execute in a reasonable amount of time for a large number of variables. Scouring software archives and statistical literature. Resigning myself to running warning- and crash-prone code, which I really dislike.

And the code for doing it the right way is *simple*.

`model = glm(reponse ~ predictor1 + predictor2, family=poisson)`

`library(sandwich)`

`library(lmtest)`

`coeftest(model, vcov=sandwich)`

Well. Live and learn.

[1] academic.oup.com/aje/article/1

[2] bmcmedresmethodol.biomedcentra

Sign in to participate in the conversation
CleverLibre Social

CleverLibre Social is an inclusive social instance for open discussion, learning, and community.
All cultures welcome.
Hate speech and harassment strictly forbidden.