topic Logistic Regression in SAS Data Science

Logistic Regression

mosheke — Mon, 27 Jun 2016 09:51:38 GMT

Dear all ,

I would like to test the strength of the explanatory variables in the regression model.

In other words, I would like to test if one will always get the same variables for the model and the same level of importance.

How can I examine it?

Thanks ,

Moshe

Re: Logistic Regression

rayIII — Tue, 28 Jun 2016 15:24:02 GMT

Hi.

If you are using Enterprise Miner, you could try running your logistic regression flow using different sampling seeds and eyeball the selected variables in the regression node results. That's the "low-tech" approach.

If you want more confidence, look into the Group Processing nodes (Start Groups and End Groups) in EM. They allow you to repeatedly run a flow "i" times. You would use a different sample (with replacement) at each iteration and would need to accumulate the selected variables across iterations. The end result would be a frequency distribution of selected variables.

This site has some tips on how to use the group processing nodes.

I hope this helps.

Ray

Re: Logistic Regression

mosheke — Wed, 29 Jun 2016 06:12:17 GMT

Dear Ray ,

Thank you so much for your replay ,

I know that there is a solution with start end node.

I tried it, but have not found the way to see there selected choice of the independent variable every iteration.

Also, I didnt understand the difference between bagging and boosting at the start Group node.

Any help will be very much appreciated.

Moshe

Re: Logistic Regression

rayIII — Wed, 29 Jun 2016 13:27:51 GMT

No problem.

Take a look at Index mode (not boosting or bagging). This tip may help: it is not exactly what you are trying to do but it uses Index mode to iterative over the data and accumulate data for a chart.

https://communities.sas.com/t5/SAS-Communities-Library/Tip-How-to-Use-Index-Looping-in-SAS-Enterprise-Miner-to-Perform/ta-p/221291

I see a couple of datasets on the SAS server (reg_effects, reg_outterms) that appear to contain the selected inputs for a particular run. You'll probably need a SAS code to accumulate the selected effects across iterations. Proc Append may come in handy.

Once you get a simple flow working with Index mode it should be straightforward to customize it for your purpose.

Ray