Nested linear combination of variables

elvispriscilla — Thu, 17 Mar 2011 19:29:35 GMT

Hi all, I would appreciate your help on the following problem.

I need to estimate a choice model (logit) and one independent variable will show by itself as well as a combination of five other variables. A simple example would be:

choice=intercept+price+price*demographics+error
demographics=income+distance

Now is there a way I can nest/embed the linear combination into the model statement so I do not have to calculate the estimates of income and distance manually?
Of course my model has many many variables so I want to find a way to let SAS spit those out for me.

Thank you very very much.

Re: Nested linear combination of variables

statsplank — Fri, 18 Mar 2011 15:45:41 GMT

Hi,

What I understood from your description is that you want to use a linear combination of income and distance as a single variable (demographics) in the logistic regression model for choice.

I think you could use the variance components analysis to create your demographics variable. Then it can be plugged into your choice model. With ODS and a bit of macro programming this can be automated.

topic Nested linear combination of variables in SAS Procedures

Nested linear combination of variables

Re: Nested linear combination of variables