goodness of logistic regression

[progster]

hi guys!

i saw that proc logistic doesn't have kolmogorov-smirnov test. do you know any workaround about this?

Also i would like to see in the results something about gini coefficient, do you know how?

thanks

[MichelleHomes]

Hi,

That's right, proc logistic does not produce the KS test. You may find this usage note helpful, http://support.sas.com/kb/23/231.html

Kind Regards,

Michelle

[progster]

thanks! and what about the gini coefficient?

[MichelleHomes · Accepted solution]

The gini coefficient is calculated by 2 x c-statistic - 1 or alternatively you can look at the four indices of rank correlation in the PROC LOGISTIC output for the Somer's D statistic which is documented at SAS/STAT(R) 9.2 User's Guide, Second Edition

Kind Regards,

Michelle

[namit_sem007]

Hi, You can use the following code for calculating the KS statistic. Proc npar1way gives us the KS statistic.

proc npar1way data= "proc logistic output dataset " edf;
class "response variable";
var "predicted variable in proc logistic";
run;