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Open AccessJournal ArticleDOI

Estimating model-adjusted risks, risk differences, and risk ratios from complex survey data.

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TLDR
This paper shows how model-adjusted risks, risk differences, and risk ratio estimates can be obtained directly from logistic regression models in the complex sample survey setting to yield population-based inferences.
Abstract
There is increasing interest in estimating and drawing inferences about risk or prevalence ratios and differences instead of odds ratios in the regression setting. Recent publications have shown how the GENMOD procedure in SAS (SAS Institute Inc., Cary, North Carolina) can be used to estimate these parameters in non-population-based studies. In this paper, the authors show how model-adjusted risks, risk differences, and risk ratio estimates can be obtained directly from logistic regression models in the complex sample survey setting to yield population-based inferences. Complex sample survey designs typically involve some combination of weighting, stratification, multistage sampling, clustering, and perhaps finite population adjustments. Point estimates of model-adjusted risks, risk differences, and risk ratios are obtained from average marginal predictions in the fitted logistic regression model. The model can contain both continuous and categorical covariates, as well as interaction terms. The authors use the SUDAAN software package (Research Triangle Institute, Research Triangle Park, North Carolina) to obtain point estimates, standard errors (via linearization or a replication method), confidence intervals, and P values for the parameters and contrasts of interest. Data from the 2006 National Health Interview Survey are used to illustrate these concepts.

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References
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Journal ArticleDOI

A Modified Poisson Regression Approach to Prospective Studies with Binary Data

TL;DR: Results from a limited simulation study indicate that this approach is very reliable even with total sample sizes as small as 100, and the method is illustrated with two data sets.

The behavior of maximum likelihood estimates under nonstandard conditions

TL;DR: In this paper, the authors prove consistency and asymptotic normality of maximum likelihood estimators under weaker conditions than usual, such that the true distribution underlying the observations belongs to the parametric family defining the estimator, and the regularity conditions do not involve the second and higher derivatives of the likelihood function.
Journal ArticleDOI

Easy SAS Calculations for Risk or Prevalence Ratios and Differences

TL;DR: There is no longer any good justification for fitting logistic regression models and estimating odds ratios when the odds ratio is not a good approximation of the risk or prevalence ratio.
Book

Introduction To Variance Estimation

TL;DR: The method of random groups and the Bootstrap method have been used for estimating variance in complex surveys as discussed by the authors, as well as the Jackknife method and Taylor series methods for generalized variance functions.