topic Re: Prediction Interval for Logistic Regression in Statistical Procedures

Prediction Interval for Logistic Regression

hansmuller — Tue, 27 Dec 2016 16:31:27 GMT

I want to obtain the predition interval of the predictive value for an individual case from the logistic regression model. In Proc Logistic, is the confidence limit obtained from output statement the confidence interval for the mean preditive value or the prediction interval for an individual case? If it is not the prediction interval how can I obtain it? It does not have both options that we can choose like Proc Reg.

Thank you.

Re: Prediction Interval for Logistic Regression

Reeza — Tue, 27 Dec 2016 21:39:24 GMT

It's the confidence interval for a specific case/value.

You can get the standard errors and probably need to calculate the prediction interval on your own unfortunately.

Re: Prediction Interval for Logistic Regression

Ksharp — Wed, 28 Dec 2016 10:45:48 GMT

Check SCORE statement 's CLM option.


proc logistic data=sashelp.class;
model sex=age weight height;
score data=sashelp.class out=want clm fitstat;
run;
proc print;run;

Re: Prediction Interval for Logistic Regression

hansmuller — Tue, 03 Jan 2017 17:08:02 GMT

Thank you!

Re: Prediction Interval for Logistic Regression

hansmuller — Tue, 03 Jan 2017 17:12:39 GMT

Thank you. SCORE provides the posterior probabilities and confidence intervals which shall work for my objective.