how to plot in logistic regression

deleted_user — Sat, 17 Nov 2007 20:55:14 GMT

Say O2=O*O

proc logit data = X descending;
model A = O O2 P Q;
output out = Y p=pred xbeta=logit;
run;

I want to plot a graph that can show the relationship between the probablity of A and O is a 'U' shape. How can I do this? Thanks!

Re: how to plot in logistic regression

Olivier — Tue, 27 Nov 2007 19:06:49 GMT

You have to compute LOG(Prob(A=event|O)/Prob(A=non-event|O)) to draw it against the values of O. This quantity is known as Weight of Evidence (WoE) or log-odds. It is this quantity that is modelled in a similar fashion as Y in a linear regression : the logistic model is WoE = Xb.

Since those probabilities can be computed as means, you just have to type the right "event" value for A (I assume it is 1 in the following code).[pre]
PROC SQL ;
CREATE TABLE work.graph AS
SELECT o,
LOG(MEAN(a=1)/MEAN(a NE 1)) AS woe,
COUNT(*) AS size
FROM X
GROUP BY o
;
QUIT ;
PROC GPLOT DATA = work.graph ;
BUBBLE woe * o = size ;
RUN ; QUIT ;[/pre]
If this graph shows a U-shaped relationship between A and O, it will be a good reason to include O2 in the model.

Regards.
Olivier

topic Re: how to plot in logistic regression in Mathematical Optimization, Discrete-Event Simulation, and OR

how to plot in logistic regression

Re: how to plot in logistic regression