Statistical FAQs
When I run nominal or ordinal logistic regression in JMP, I receive parameter estimates labelled as "Unstable." What is causing these messages?
This is a common problem. It is caused by some parameters of the model becoming theoretically infinite. This can happen when the model perfectly predicts the response or if there are more parameters in the model than can be estimated by the data (that is, with sparse data, where "sparse" means that there are few or no repeats of each setting of the covariates). One solution is to reduce the number of variables and/or change continuous variables to categorical. There is no way to know which variable to eliminate or categorize because all are involved simultaneously. The resulting model is usually good at classifying observations, but inferences about the parameters should be avoided.
FAQ # 1232
Last Updated: 2001 Nov 22
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