In statistics, separation is a phenomenon associated with models for dichotomous or categorical outcomes, including logistic and probit regression. Separation occurs if the predictor (or a linear combination of some subset of the predictors) is associated with only one outcome value when the predictor is greater than some constant.
For example, if the predictor X is continuous, and the outcome y = 1 for all observed x > 2. If the outcome values are perfectly determined by the predictor (e.g., y = 0 when x ≤ 2) then the condition "complete separation" is said to obtain. If instead there is some overlap (e.g., y = 0 when x < 2, but y has observed values of 0 and 1 when x = 2) then "quasi-complete separation" obtains. A 2 × 2 table with an empty cell is an example of quasi-complete separation.
This observed form of the data is important because it causes problems with estimated regression coefficients. Loosely, a parameter in the model "wants" to be infinite, if complete separation is observed. If quasi-complete separation is the case, the likelihood is maximized at a very large but not infinite value for that parameter. Computer programs will often output an arbitrarily large parameter estimate with a very large standard error. Methods to fit these models include exact logistic regression and Firth logistic regression, a bias-reduction method based on a penalized likelihood.
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