Firth-Type Penalized Methods of the Modified Poisson and Least-Squares Regression Analyses for Binary Outcomes

Abstract

The modified Poisson and least-squares regression analyses for binary outcomes have been widely used as effective multivariable analysis methods to provide risk ratio and risk difference estimates in clinical and epidemiological studies. However, there is no certain evidence that assessed their operating characteristics under small and sparse data settings and no effective methods have been proposed for these regression analyses to address this issue. In this article, we show that the modified Poisson regression provides seriously biased estimates under small and sparse data settings. In addition, the modified least-squares regression provides unbiased estimates under these settings. We further show that the ordinary robust variance estimators for both of the methods have certain biases under situations that involve small or moderate sample sizes. To address these issues, we propose the Firth-type penalized methods for the modified Poisson and least-squares regressions. The adjustment methods lead to a more accurate and stable risk ratio estimator under small and sparse data settings, although the risk difference estimator is not invariant. In addition, to improve the inferences of the effect measures, we provide an improved robust variance estimator for these regression analyses. We conducted extensive simulation studies to assess the performances of the proposed methods under real-world conditions and found that the accuracies of the point and interval estimations were markedly improved by the proposed methods. We illustrate the effectiveness of these methods by applying them to a clinical study of epilepsy.