On Apr 27, 2011, at 00:22 , Andre Guimaraes wrote:

> Greetings from Rio de Janeiro, Brazil.
> 
> I am looking for advice / references on binary logistic regression
> with weighted least squares (using lrm & weights), on the following
> context:
> 
> 1) unbalanced sample (n0=10000, n1=700);
> 2) sampling weights used to rebalance the sample (w0=1, w1=14.29); e
> 3) after modelling, adjust the intercept in order to reflect the
> expected % of 1’s in the population (e.g., circa 7%, as opposed to
> 50%).

??

If the proportion of 1 in the population is about 7%, how exactly is the sample 
"unbalanced". I don't see a reason to use weights at all if the sample is 
representative of the population. The opposite situation, where the sample is 
balanced (e.g. case-control), the population not, and you are interested in the 
population values, _that_ might require weighting, with some care because case 
weighting and sample weighting are two different things so the s.e. will be 
wrong. That sort of stuff handled by the survey package. 

However what you seem to be doing is to create results for an artificial 50/50 
population, then project back to the population you were sampling from all 
along. I don't think this makes sense at all.

-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd....@cbs.dk  Priv: pda...@gmail.com

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