Continuation-ratio logits 2026-10-14
For ordered response categories, model each displayed conditional probability by a grouped-binomial logistic regression. The multinomial likelihood factors exactly into successive conditional binomial likelihoods, using the remaining category total as each stage's denominator. This is a different regression parameterization from baseline-category logits or cumulative odds. Separate cumulative binary indicators from the same person are dependent and cannot be treated as independent likelihood contributions.
For a group with sample size , let be its overweight count. The natural sampling model is a binomial distribution, , with observed proportion . A grouped-binomial logistic regression specifies
Fitting event/nonevent counts, or fitting the proportions with weights , gives the same binomial likelihood. The weights represent trial counts; unweighted regression of the proportions would give small and large groups the same influence. If printed percentages are rounded, exact original event counts are preferable to manufacturing fractional counts from .
Year should ordinarily be a factor with three levels unless a linear trend over time is specifically intended. Country, sex and age group are also possible factors. The actual subset, reference levels and formula are absent from this PDF. For a year-by-age interaction term, write
With treatment contrasts, is the baseline logit, and are effects at the reference level of the interacting factor, and is an additional difference of log-odds differences. Exponentiating a main-effect contrast gives an odds ratio; exponentiating an interaction contrast gives a ratio of odds ratios. It is incorrect to interpret a main effect as a constant effect across the other factor when the interaction term is present.
A coefficient table should be read as estimate, standard error, a Wald estimate/error ratio and its reference-distribution probability. A whole multi-level interaction term is better tested by a nested likelihood-ratio test, using the decrease in deviance and the number of added independent coefficients. Null and residual deviances, residual degrees of freedom, convergence and fitted probabilities should all be checked. Large residual dispersion suggests lack of fit or dependence within sampled schools; a quasibinomial regression or an appropriate clustered analysis may then be preferable. Residual deviance is not automatically a valid chi-squared goodness-of-fit statistic for sparse groups or after estimating a free dispersion.
An interaction plot should display the group means or fitted probabilities against year, with separate lines for the interacting factor, and should also inspect the link scale. Nonparallel probability curves alone do not establish a logit interaction: even an additive logit model transforms nonlinearly to probabilities. As an independent descriptive illustration, the original study's Table 2 reports English boys' age-specific percentages. The following original plot shows their widening age differences after 1984 on both scales. It uses published descriptive values, not a reconstruction of the absent examination fit. The data are from pmc.ncbi.nlm.nih.gov/articles/PMC26603/ .
Figure 1.
Published English boys' overweight prevalence by age and year, shown on probability and logit scales
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For example, on the probability scale the 1984–1994 increase for the oldest group exceeds that for the youngest by percentage points using the rounded table values. On the logit scale the corresponding difference of differences is
This describes the interaction pattern, but its sampling uncertainty requires the group counts. The absent output prevents identifying the exam fit's coefficient estimates and significance tests.
There are two different uses of Poisson regression. A rare-event approximation models with
The fixed offset accounts for exposure, and exponentiated slopes are risk ratios, not odds ratios. The approximation is most appropriate when probabilities are small; it is not exact for appreciable prevalence because binomial variance is rather than .
An exact alternative stacks event and nonevent counts in each group and fits a log-linear model with a separate group intercept and event-by-predictor effects:
Conditioning on their total gives the binomial event probability , whose logit is exactly . Profiling the group intercepts enforces the observed totals and reproduces the grouped-binomial logistic regression. This Poisson surrogate for a conditional multinomial model is exact and should not be confused with the rare-event approximation.
A direct grouped-binomial logistic regression can dichotomize satisfaction, for example high versus low-or-medium. In each covariate stratum use the high count as successes and the sum of the other counts as failures, with total . This models and is appropriate if that binary contrast is substantively intended, but discards distinctions among the merged categories. Another cutpoint gives a different binary question.
There is also an exact sequential binomial factorization preserving all three categories. With their probabilities in one stratum,
Multiplying these two conditional binomial likelihoods gives the multinomial likelihood: the combinatorial coefficients multiply to , and the probability factors reduce to . Continuation-ratio logits can therefore fit two logistic regressions, using the remaining stratum total as the second denominator. These are conditional stage models, not two independent counts with the same fixed denominator. Their regression restrictions need not equal those of the additive baseline-category model.
Finally, an ordinal analysis may fit cumulative binary contrasts and examine whether their slopes can be shared in a proportional-odds model. The binary indicators at different cutpoints from the same person are dependent. Do not stack them as independent binomial observations and multiply their marginal likelihoods; fit the joint ordinal likelihood or use a method with the appropriate dependence correction. This distinction separates a convenient descriptive collection of binary fits from a coherent multinomial or ordinal model.
At a distinct event time , estimate the conditional probability of surviving that time by . Multiplication of these conditional survival probabilities gives the Kaplan–Meier estimator, and taking minus its logarithm gives an integrated hazard estimate:
The conditional failure count has a binomial likelihood whose maximizing event fraction is . Tied failures therefore enter directly as one count. Even ordering failures arbitrarily, with no intervening censoring, produces the same survivor function factor because
The failure-versus-censoring ordering convention still matters when both have the same recorded time. If , the survivor function becomes zero and the logarithmic integrated hazard is infinite.
Let be the alternative death probability. The odds ratio specifies
Assume and . For observed batch count , the common combinatorial factor in the two binomial likelihoods cancels, giving the CUSUM increment
Therefore
For large death counts add positive evidence of deterioration; for unusually small death counts add evidence for improvement. The score has nonpositive expectation under the null and nonnegative expectation under the specified alternative, as follows from the nonnegativity of Kullback-Leibler divergence. Independent, nonoverlapping batches avoid counting the same patient's outcome repeatedly.
Put and . The usual recombination fraction range gives , and the preceding likelihood function becomes
To see its relation to nonparametric linkage analysis, use Bayes' theorem and the constant disease probability to obtain the affected-pair marker-sharing probabilities
Their multinomial likelihood has exactly the same -dependent kernel, since its extra factor is constant. Set and . Then , and is the total number of shared ancestral copies. At fixed , the Fisher-Neyman factorization theorem makes a sufficient statistic. The observed mean shared proportion is , and the binomial likelihood kernel gives
The unlinked null is , whereas linkage corresponds to , or expected shared proportion . If , the constrained likelihood is maximized at the unlinked null. For , its log likelihood ratio is
whose derivative in is . Hence it orders samples exactly by excess IBD sharing. Under this fully penetrant recessive model, parametric linkage testing and a one-sided test of the overall IBD-sharing proportion use the same information. This is allele-sharing sufficiency for recessive linkage, not a general equivalence for all disease models. Use limiting values for terms such as , and assume for the estimators.
The law of total probability and the definition of conditional probability give Bayes' theorem:
The denominator is positive because .
For the observed cargo, set , , . The binomial likelihood under origin is
Equal prior probabilities and Bayes' theorem make the posterior proportional to these likelihoods. The binomial coefficient cancels in the likelihood ratios:
Thus and , giving
Even the permitted approximation gives log ratios about and , which already show overwhelming posterior preference for B. The exact logarithms are preferable because multiplication by magnifies the approximation error. An observed contamination fraction halfway between two hypothesized rates does not give equal likelihoods: the binomial distribution assigns asymmetric probabilities to those deviations, especially at this large sample size.
The binomial likelihood is . Multiplication by the beta distribution prior density and Bayes' theorem give the posterior density kernel . Normalizing by the beta function yields Beta-binomial conjugacy:
This is proper for and , including counts at either boundary.
The first fit is grouped-binomial logistic regression: independently, , with the observed group sizes and
The reference group is under 50 with a nonmalignant initial tumour. The weights specify binomial numbers of trials, not six equally weighted individual observations. There is no age-by-malignancy interaction. Each age coefficient compares that age group with the reference age at fixed malignancy; is the common malignancy odds ratio.
The maximum-likelihood estimates are obtained by maximizing the binomial likelihood. The reported standard errors come from the inverse fitted Fisher information. Each displayed Wald test tests a coefficient equal to zero, using and the approximate standard normal distribution; its two-sided probability is . At the 5% level the middle age coefficient and the malignancy coefficient are significant, with negative signs; the oldest age coefficient is not, although its 9.17% probability is weaker evidence in the same direction. The oldest group has only 19 observations and its larger standard error does not establish absence of an age effect. The intercept tests reference log-odds zero, equivalently reference survival probability , rather than an age contrast. The reference fitted probability is about ; the fitted malignancy odds ratio is about .
The binomial deviance is twice the saturated-minus-fitted log-likelihood. The null fit has one parameter, hence residual degrees of freedom; the first fit has four parameters, hence . The improvement is an approximate likelihood-ratio test on three degrees of freedom, with probability about . The residual deviance , compared with , gives about , so there is no evidence of lack of fit. These are asymptotic comparisons, especially approximate for the small oldest strata. The Akaike information criterion is , here with .
Pooling the two older age groups gives a grouped-binomial logistic regression with a common coefficient for age at least 50 and three parameters in total. The similar older-age estimates and the sparse oldest group motivate examining this restriction, but the significance of either coefficient separately is not a test of their equality. The actual analysis of deviance for pooling compares the nested fits: the deviance increases by only for one lost parameter, giving a probability about . The pooled model also has smaller Akaike information criterion, rather than . Prefer the pooled model for its simpler adequate fit. Its common age and malignancy coefficients are negative and significant at 5% in the reported Wald tests.
There is a literal parenthesis error in the printed final R fragment: the first sum is not closed before subtracting the second sum. As printed, the expression is incomplete. Closing that sum gives twice the saturated-minus-fitted log-likelihood, including the binomial constants which cancel. Its intended final value is therefore the second fit's binomial deviance, .
Zero observed events do not mean that the underlying event probability cannot be estimated. For independent observations having a common Bernoulli distribution, the binomial likelihood with no events is , maximized at . A zero-event binomial upper confidence bound shows the remaining uncertainty: the one-sided 95% upper bound solves , giving
Thus the point estimate is zero, but a nonzero mortality risk is compatible with the observations. This bound is an illustration under independent equal-risk sampling; clustered data or unequal risks require their own uncertainty calculation.
The empirical unadjusted odds ratio is also defined:
Its log odds ratio is , so the ordinary normal approximation for a log-odds confidence interval is unavailable. Exact likelihood-based limits can still describe uncertainty; a specified continuity correction would instead yield a finite, method-dependent point estimate.
In an unpenalized logistic regression with a separate coefficient for elective exposure, every exposed death outcome is zero. Decreasing that coefficient toward increases the exposed observations' likelihood contributions and leaves the reference observations unchanged. This is quasi-complete separation: there is no finite ordinary maximum-likelihood estimate of the exposure coefficient, even after adding background predictors. It is reasonable to say that the usual finite adjusted coefficient could not be fitted; it is too strong to say that no risk estimate or statistical information is possible. A specified penalized likelihood or Bayesian inference with proper coefficient priors can provide a finite adjusted estimate, whose dependence on the regularization must be reported.
Index independent experimental vials by , write for the observed total eaten and for the number of other-species eggs eaten. The grouped-binomial logistic regression uses
Here and identify day and adult species, and the free effects are . There is no day-species interaction. The weights in the binomial generalized linear model are the denominators , so fitting the proportions gives this binomial likelihood, not 23 Bernoulli observations. The dispersion is fixed at one. This is a model for the composition of eggs eaten conditional on the total, rather than a model for the total appetite.
Compare the species-only model against the additive day-and-species model. The null hypothesis is , with the alternative that at least one is nonzero. The likelihood-ratio statistic is the reduction in residual deviance,
Under the null hypothesis, regular binomial likelihood asymptotics give , because the larger model has two additional parameters. For this chi-squared distribution the upper-tail probability is . There is no evidence of a day effect after controlling for species, and the species-only model is a reasonable simpler choice. The sequential day-only statistic 0.273 from the preceding table answers a different question and must not replace this comparison.
With the uniform prior, the binomial likelihood gives the beta distribution posterior . Under squared-error loss, the Bayes estimator is the posterior mean:
The production manager's prior gives posterior density proportional to . Minimizing gives the weighted posterior mean
using the supplied beta function. Cross multiplication shows exactly when , so it is greater unless .
Ignoring factors that do not depend on the parameters, the product of the two binomial likelihoods is
Including the sampling constants multiplies this by .