tag:blogger.com,1999:blog-1275149608391671670.post2221993986963519214..comments2023-09-28T06:13:40.704-04:00Comments on SAS and R: Example 8.18: A Monte Carlo experimentKen Kleinmanhttp://www.blogger.com/profile/09525118721291529157noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-1275149608391671670.post-39073604477791940892013-05-05T02:25:34.851-04:002013-05-05T02:25:34.851-04:00Since P(Y=1|X=0) = 0.001, we have P(Y=0|X=0) = 0.9...Since P(Y=1|X=0) = 0.001, we have P(Y=0|X=0) = 0.999. On the other hand, P(Y=1|X=1) = 0.05, so P(Y=0|X=1) = 0.95. As a result, we would see Y=0 with a very high chance when x=0 or 1. Why does this situation imply a quasi separation problem?<br /><br />Next, why log[(0.05/0.95)/(0.001/0.999)] = 4 is the theoretical coefficient of x in the model?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-1275149608391671670.post-44946325886967414972010-12-21T14:07:35.524-05:002010-12-21T14:07:35.524-05:00Yup. The second one. Thanks! (I swear I spotted th...Yup. The second one. Thanks! (I swear I spotted this & would have been sure I fixed it.)Ken Kleinmanhttps://www.blogger.com/profile/09525118721291529157noreply@blogger.comtag:blogger.com,1999:blog-1275149608391671670.post-27399644109795282782010-12-21T11:13:10.005-05:002010-12-21T11:13:10.005-05:00From your text... "Suppose we have 100 observ...From your text... "Suppose we have 100 observations with x=0 and 100 with x=1, and suppose that the Pr(Y=1|X=0) = 0.001, while the Pr(Y=1|X=0) = 0.05." <br /><br />Should one of those read Pr(Y=1|X=1)?Anonymousnoreply@blogger.com