topic Re: How to obtain White standard errors for Logistic Regression in SAS Procedures

How to obtain White standard errors for Logistic Regression

Mike19 — Sat, 23 Nov 2019 01:10:05 GMT

Hi there,

I've been asked to calculate white standard errors for a logistic regression model for a work project. Here are some specifics about the data set I'm using:

1. RCT data collected across 2 separate healthcare sites

2. One observation per row (eg subjectid, age, race, cci, etc)

3. This is not survey data

4. Need to cluster by the site variable

The original model was created by the head statistician using Stata. I need to replicate his model using SAS. The survey logistic procedure produces p-values that are relatively close to those of the head statistician's model (magnitude of the ORs don't change). Have also tried using GENMOD and GLM but am unable to execute the procedures due to multiple error messages.

Considering this, I would like to find the SAS implementation that most closely resembles Stata output for fitting a Logistic Regression model with Heteroskedastic Corrected Standard Errors (Huber White).

My Logistic Regression code:

proc logistic data=x;
class gender (ref='1') race1 (ref='2') medicare (ref='0') medicaid (ref='0') priv_ins (ref='0') inc_ind (ref='1')
hospitalizations2 (ref='0') diabetes(ref='0') cpd(ref='0') chf (ref='0') site (ref='1')
health_new (ref='1') receive_care (ref='1')/param=ref;
model alert (event='1') = agebaseline gender race1 medicare medicaid priv_ins inc_ind traveltime
hospitalizations2 edvisits update_cci cpd chf diabetes pt_days site health_new receive_care;
run;

Any help would be greatly appreciated!

Kind regards,

Need to write code to for white standard error for logistic regression model

Mike19 — Sat, 23 Nov 2019 01:13:48 GMT

Hi there,

I've been asked to calculate white standard errors for a logistic regression model for a work project. Here are some specifics about the data set I'm using:
1. RCT data collected across 2 separate healthcare sites
2. One observation per row (eg subjectid, age, race, cci, etc)
3. This is not survey data
4. Need to cluster by the site variable

The original model was created by the head statistician using Stata. I need to replicate his model using SAS. The survey logistic procedure produces p-values that are relatively close to those of the head statistician's model (magnitude of the ORs don't change). Have also tried using GENMOD and GLM but am unable to execute the procedures due to multiple error messages.

Considering this, I would like to find the SAS implementation that most closely resembles Stata output for fitting a Logistic Regression model with Heteroskedastic Corrected Standard Errors (Huber White).

My Logistic Regression code:

proc logistic data=x;
class gender (ref='1') race1 (ref='2') medicare (ref='0') medicaid (ref='0') priv_ins (ref='0') inc_ind (ref='1')
hospitalizations2 (ref='0') diabetes(ref='0') cpd(ref='0') chf (ref='0') site (ref='1')
health_new (ref='1') receive_care (ref='1')/param=ref;
model alert (event='1') = agebaseline gender race1 medicare medicaid priv_ins inc_ind traveltime
hospitalizations2 edvisits update_cci cpd chf diabetes pt_days site health_new receive_care;
run;

Any help would be greatly appreciated!

Kind regards,
M

Re: Need to write code to for white standard error for logistic regression model

PaigeMiller — Sat, 23 Nov 2019 02:07:29 GMT

Perhaps this helps?

https://communities.sas.com/t5/SAS-Procedures/White-standard-errors/td-p/129061

Anyway, please don't post the same question twice.

Re: How to obtain White standard errors for Logistic Regression

PaigeMiller — Sat, 23 Nov 2019 02:08:32 GMT

Duplicate question

All replies should be at https://communities.sas.com/t5/SAS-Programming/Need-to-write-code-to-for-white-standard-error-for-logistic/td-p/606639

Re: How to obtain White standard errors for Logistic Regression

Mike19 — Sat, 23 Nov 2019 05:07:14 GMT

Thank you for your reply. Oops, apologies for the duplicate posts....

I read the above link earlier this week and it wasn’t very helpful. I’m asking the question bc I’ve exhausted all of my readily available information sources (SAS Help, UCLA site, and even YouTube).

Any help is welcome.

Re: How to obtain White standard errors for Logistic Regression

Ksharp — Sat, 23 Nov 2019 11:25:48 GMT

Better post it at Stat Forum and calling @StatDave

Re: How to obtain White standard errors for Logistic Regression

PaigeMiller — Sat, 23 Nov 2019 11:55:19 GMT

@Mike19 wrote:
Thank you for your reply. Oops, apologies for the duplicate posts....

I read the above link earlier this week and it wasn’t very helpful. I’m asking the question bc I’ve exhausted all of my readily available information sources (SAS Help, UCLA site, and even YouTube).

Any help is welcome.

Have you tried using an internet search engine?

Re: How to obtain White standard errors for Logistic Regression

StatDave — Mon, 25 Nov 2019 16:36:05 GMT

See the Generalized linear models part of the item "White's empirical ("sandwich") variance estimator and robust standard errors" in the Frequently-Asked for Statistics (FASTats list) which is a link in the Important Links section on the right side of the Statistical Procedures Community page.

Re: How to obtain White standard errors for Logistic Regression

Mike19 — Tue, 26 Nov 2019 10:12:11 GMT

This is very helpful, thanks.