topic Re: beta estimate of reference group in SAS Data Science

beta estimate of reference group

chemicalab — Tue, 18 Nov 2014 20:09:30 GMT

Hi all,

One question,

when i run a logistic regression with a binned variable (age in 3 categories) and i use the 1st group as reference group, which beta estimate does it get?

because i get an estimate for the other two groups but not for that one or am I mistaken?

The reason i am asking cause i would like to have the according estimates so as to calculate the probability myself but i will be missing out on cases where the id falls into the 1st bin.

Regards,

Re: beta estimate of reference group

Reeza — Tue, 18 Nov 2014 20:27:59 GMT

You don't get an estimate for that group. Make sure to specify PARAM=REF in your model.

IE. If you have three variables, that gets recoded to 2 binary variables. When both are 0 then the third/reference level is true.

Re: beta estimate of reference group

stat_sas — Tue, 18 Nov 2014 20:36:50 GMT

Beta estimate for reference group will not be used for probability calculations. Because there will be no dummy variable for this one in the model.

Re: beta estimate of reference group

chemicalab — Tue, 18 Nov 2014 20:47:20 GMT

ok so how can an id which falls into that bin get a probability then?

Re: beta estimate of reference group

Reeza — Tue, 18 Nov 2014 20:56:01 GMT

If you have no other variables it's the intercept, if you have other variables its the equation without that variable.

Lets assume you have a variable AGE with 3 categories: 1, 2, 3. Reference level is set to 1.
X1=1 if age=2

X1=0 if age=1,3

X2=1 if age=3

X2=0 if age=1,2

Model = Intercept + B1*X1 + B2*X2

If Age=1 then

Model = Intercept

If Age=2 then

Model = Intercept + B1*X1

If Age=3 then

Model = Intercept + B2*X2

Re: beta estimate of reference group

chemicalab — Tue, 18 Nov 2014 20:56:28 GMT

meaning an id with ref 1 for age and 0 for gender what predicted probability will it get?

Re: beta estimate of reference group

chemicalab — Tue, 18 Nov 2014 21:11:11 GMT

aha ok, sure that makes sense, thank you very much for the reply and example it was really helpful, by the way you wouldnt happen to have any good example on creating the KS chart in excel?

Re: beta estimate of reference group

gergely_batho — Tue, 18 Nov 2014 21:15:50 GMT

You calculate it from the intercept(parameter).

Re: beta estimate of reference group

Reeza — Tue, 18 Nov 2014 21:24:53 GMT

What is a KS chart?

Re: beta estimate of reference group

chemicalab — Wed, 19 Nov 2014 09:29:37 GMT

Kolmogorov Smirnof chart