topic Re: How to set up cut-off value in PROC LOGISTIC in Statistical Procedures

How to set up cut-off value in PROC LOGISTIC

henryjing — Fri, 02 Dec 2016 03:14:04 GMT

When I use proc logistic with SCORE statement,

I wonder if there is a way of setting the cut-off value to help decision?

I also saw a PRIOREVENT statement in the proc logistic,

I wonder what doese this statement mean?

Re: How to set up cut-off value in PROC LOGISTIC

Ksharp — Fri, 02 Dec 2016 11:09:25 GMT


proc logistic data=sashelp.class;
model sex=weight height age/ ctable;
run;

Re: How to set up cut-off value in PROC LOGISTIC

henryjing — Fri, 02 Dec 2016 14:01:27 GMT

Thanks Ksharp,

As I have both training and validation set, I would be more interested in the confusion matrix for my validation data.

If you use proc logist data=taining; model y = x1 x2 x3 / CTABLE pprob=0.3; score data= validation; run;, then the confusion matrix from output would be probably for the training set instead of validation set. Am I right? So How can I create a confusion matrix for my validation data?

Re: How to set up cut-off value in PROC LOGISTIC

Ksharp — Fri, 02 Dec 2016 14:16:40 GMT

No. If you put validate table in score statement, you can generate Confuse Matrix.


data train valid;
 set sashelp.class;
 if _n_ le 12 then output train;
  else output valid;
run;

proc logistic data=train;
model sex=weight height age/ ctable;
score data=valid out=score;
run;

proc tabulate data=score;
class f_sex i_sex;
table f_sex,i_sex;
run;

Re: How to set up cut-off value in PROC LOGISTIC

Rick_SAS — Fri, 02 Dec 2016 14:27:43 GMT

It looks like there is a complete explanation and example for multinomial response in the SAS note

Usage Note 22603: Producing an actual-by-predicted table (confusion matrix) for a multinomial response

Most of the syntax and ideas should translate to the case of a binary response, since binary is a special case of multinomial.

Re: How to set up cut-off value in PROC LOGISTIC

henryjing — Fri, 02 Dec 2016 15:10:22 GMT

Thanks KSharp,

When I modified my input like the following:

proc logistic data=train des;
model default=&selected PLOTS / CTABLE pprob=0.5;
score data=valid
out=scoval
outroc=roc;
run;

I will have the following warning message:

WARNING: Some plots have more than 5000 observations and are suppressed. Specify the
PLOTS(MAXPOINTS=NONE) option in the PROC LOGISTIC statement to display the plots.

However, this message will disappear if I remove the CTABLE STATMENT.

Re: How to set up cut-off value in PROC LOGISTIC

Ksharp — Sat, 03 Dec 2016 08:35:17 GMT

You can use the following to suppress these warning info.


ods select none;
proc logistic.........

ods select all;