用EVIEWS作二元logit模型分析出现问题，总是出现quasi-complete separation:A6》=6 pe

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用EVIEWS作二元logit模型分析出现问题，总是出现quasi-complete separation:A6》=6 perfectly predicts binary response success 的对话框，是什么意思？怎么解决这个问题？是数据的原因吗
有时还出现overflow是什么原因？急求！谢谢！

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关键词：separation Complete logit模型 ration EVIEWS success 对话框 模型

我也出现这样的情况了，怎么解决啊~

请问楼主这个问题解决了么，我也遇到相关问题

我用Eviews做probit模型时，210个样本，自变量也有分类变量,总是出现这样的问题

tixiang0927 发表于 2016-1-3 17:55
我用Eviews做probit模型时，210个样本，自变量也有分类变量,总是出现这样的问题

请问您解决了吗？

This is a common problem with logistic models. Unlike in ordinary least-squares regression for modeling a normally distributed response, when a logistic model perfectly or nearly perfectly predicts the response (that is, separates the response levels), unique maximum likelihood estimates do not exist. Some model parameters are actually infinite. This is a common result of the data being sparse, meaning that not all response levels are observed in each of the predictor settings, which often happens with small data sets or when the event is rare.

One possible solution to the separation problem is to make the model fit less perfectly by reducing the number of variables or effects in the model, categorizing continuous variables, or merging categories of categorical (CLASS) variables. It is often difficult to know exactly which variables cause the separation, but variables that exhibit large parameter estimates or standard errors are likely candidates.
Because separation often happens with small data sets, another possible solution is to use exact logistic regression, which is available via the EXACT statement in PROC LOGISTIC. However, exact methods are very computationally intensive and can take great amounts of time and/or memory even for moderate sized problems. A penalized likelihood method by Firth can often converge to a solution even though a unique solution by maximum likelihood does not exist in separation cases. Firth's method is available, beginning in SAS 9.2, by specifying the FIRTH option in the MODEL statement.

窝窝乡。。 发表于 2017-3-24 16:16
请问您解决了吗？

请问你们解决了吗？

tixiang0927 发表于 2016-1-3 17:55
我用Eviews做probit模型时，210个样本，自变量也有分类变量,总是出现这样的问题

你好，我也遇到这个问题，请问你这个问题解决了吗。怎么解决的，谢谢

GATSBY007 发表于 2017-12-5 15:19
请问你们解决了吗？

我也有这个问题，请问前辈您解决了吗？