PROC Logistic, removing a variable, keeping coefficients the same?

SvenCrona — Sun, 19 May 2013 14:46:30 GMT

Let's say i do a binary logistic regression with 3 independent variables, and i store predicted probabilities. After that i want to remove one of the independent variables and i want to keep to coefficients for the other variables the same, and get new predicted probabilities. So as to be able to compare the predicted probabilities when the effect of this variable is included or excluded. Is this possible? My code when all 3 independent variables are included is:

proc logistic data=sasuser.outdata descending;

class var1 var2 var3 / param=ref ;

model dep_var = var1 var2 var3;

output out=sasuser.out_pred predprobs=individual;

run;

Re: PROC Logistic, removing a variable, keeping coefficients the same?

Doc_Duke — Mon, 20 May 2013 18:32:57 GMT

with just three variable, the easiest thing might be to compute the expected probabilities for both models in a DATA step. It's a bit brute force, but is more bulletproof than using the ODS output datasets in IML.

topic PROC Logistic, removing a variable, keeping coefficients the same? in SAS Procedures

PROC Logistic, removing a variable, keeping coefficients the same?

Re: PROC Logistic, removing a variable, keeping coefficients the same?