topic Re: Conditional Logit in PROC MODEL to enable use of PDL macro in SAS Forecasting and Econometrics

Conditional Logit in PROC MODEL to enable use of PDL macro

PamG — Tue, 28 Nov 2023 16:47:04 GMT

I need to use distributed lag model (DLM) on a binary outcome. There is PDLREG but it can be applied to continuous outcomes. So it seems like the only way I can do this is using PROC MODEL and use %pdl macro. However I am using a 1:5 matched data and need to use conditional logit. How does one implement a conditional logit model in PROC MODEL? I am aware that conditional logit model can be implemented in PROC PHREG or PROC LOGISTIC. My need to use PROC MODEL is that I can use the pdl macro.

A sample code is given below for a continuous dependent variable. I would like a similar code for conditional logit that would take into account the matched sets.

proc model data=pdl;
   parms int;                  /* declare the intercept parameter */
   %pdl( xpdl, 6, 4 )          /* declare the lag distribution */
   y = int + %pdl( xpdl, x );  /* define the model equation */
   fit y / list;               /* estimate the parameters */
run;

Ideally I need to use DLNM model but unfortuantely SAS does not have a procedure in place for this . Now I need to use DLM but seems like I have hit a roadblock with that too.

Re: Conditional Logit in PROC MODEL to enable use of PDL macro

sbxkoenk — Tue, 28 Nov 2023 23:07:37 GMT

Hello,

Cannot answer your question, but moving it to more appropriate board ("Forecasting and Econometrics" - board).

SAS/ETS User's Guide
The MODEL Procedure
Distributed Lag Models and the %PDL Macro
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/etsug/etsug_model_sect170.htm

Koen

Re: Conditional Logit in PROC MODEL to enable use of PDL macro

PamG — Wed, 29 Nov 2023 02:02:33 GMT

Thanks. But it seems to me that this is also a SAS programming question of how to use PROC MODEL to implement a conditional logit model.

Re: Conditional Logit in PROC MODEL to enable use of PDL macro

sbxkoenk — Wed, 29 Nov 2023 08:15:38 GMT

While most (the big majority) of the procedures are "pre-written" programs that are built in, some procedures do indeed allow for additional programming within the boundaries of the initial "PROC" and the ending "run;" or "run; quit;" keywords.

Think about PROC NLMIXED, PROC MCMC, PROC MODEL, ...

This is indeed programming, but it still requires a lot of statistical / econometrical knowledge.

The programming board is about data management, data step programming, SQL, macro language, global statements and so on ...

Br, Koen

Re: Conditional Logit in PROC MODEL to enable use of PDL macro

PamG — Sat, 02 Dec 2023 16:09:28 GMT

An update, Almon lags can easily be created in data step. I will be using these derived variables in conditional logit using PROC LOGISTISTIC and then back-tranform the effects to the original lagged variables. I wish there was an easier way to do it.