topic Change in parameter estimates in logistic regression in SAS Programming

Change in parameter estimates in logistic regression

atijjani — Sun, 06 Mar 2016 03:09:46 GMT

Hello,

I need some help with this problem i am trying to solve. I am running a logistic regresssion model. After running the full model, i removed one variable from the full model. I want to see how removing that one variable affected the betas (parameter estimates) of the other variables in the model.

I will be very grateful if i can get an answer to this.

Thanks

Re: Change in parameter estimates in logistic regression

Reeza — Sun, 06 Mar 2016 03:14:03 GMT

Sorry, It's unclear what your question is. If you have a question on code, please include your current code.

Re: Change in parameter estimates in logistic regression

atijjani — Sun, 06 Mar 2016 03:38:10 GMT

Thank you for your response.

Assuming that i have a logisic regression model with the full model below:

proc logistic data=temp;
class sex race hospital snf;
model read=sex race hospital snf;
run;

and then i reduced model as below (it is without the variable snf)

proc logistic data=temp;
class sex race hospital;
model read=sex race hospital;
run;

I want to see how removing snf from the full model changed the betas (parameter estimates) for other variables in the reduced model.

Re: Change in parameter estimates in logistic regression

atijjani — Sun, 06 Mar 2016 03:38:58 GMT

In other words, i want to check for potential confounding effect of snf.

Re: Change in parameter estimates in logistic regression

Reeza — Sun, 06 Mar 2016 03:48:09 GMT

Capture the parameterEstimates from each table
Merge tables together - rename estimate variable - I can't remember what it's called at the moment. If you don't rename the variable will overwrite and you won't get valid values.
Calculate the difference

/*1*/
ods table parameterestimates=model1;
proc logistic data=temp;
    class sex race hospital snf;
    model read=sex race hospital snf;
run;

ods table parameterestimates=model2;
proc logistic data=temp;
    class sex race hospital snf;
    model read=sex race hospital;
run;

data comparison;
/*2*/
merge model1 (Rename=estimate=estimate1) 
           model2 (rename=estimate=estimate2);
by variable;
/*3*/
diff=estimate1-estimate2;
run;

Re: Change in parameter estimates in logistic regression

atijjani — Sun, 06 Mar 2016 03:57:08 GMT

Thank you so much. Let me see if it works

Re: Change in parameter estimates in logistic regression

atijjani — Sun, 06 Mar 2016 04:21:19 GMT

I modified the solution you gave and it worked perfectly well. Thank you so much for your input Reeza.

Below is the complete code for anyone with similar problem:

/*1*/
ods table parameterestimates=model1;
proc logistic data=temp;
   class sex race hospital snf;
    model read=sex race hospital snf;
run;

ods table parameterestimates=model2;
proc logistic data=temp;
    class sex race hospital;
    model read=sex race hospital;
run;

proc sort data=model1;
  by variable;

proc sort data=model2;
  by variable;
run;

data comparison;
/*2*/
merge model1 (Rename=estimate=estimate1) 
           model2 (rename=estimate=estimate2);
by variable;
/*3*/
diff=((estimate1-estimate2)/estimate2)*100;
run;

proc print data=comparison;
run;

Re: Change in parameter estimates in logistic regression

Ksharp — Sun, 06 Mar 2016 04:32:54 GMT

Use backward seletion + include= option.


data class;
 set sashelp.class;
 if _n_ in (1:9) then y=1;
  else y=0;
run;

proc logistic data=class;
    class sex;
    model y(event='1')= sex age weight height/details selection=backward include=3;
run;