https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426093#M22388 <P>the correlation between the dep var and the lagged dep var is almost 1 for your data. Therefore, I don't think it is appropriate to include the lagged dep var to the model. You will get an almost perfect fit but useless model.</P> <P>thanks</P> <P>alex</P> Tue, 09 Jan 2018 13:50:28 GMT alexchien 2018-01-09T13:50:28Z https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426032#M22387 <P>Hi all,</P><P>I have a general question related to logit regression model. I want to know your mind about one point related to logit regression model. I am using logit model for my analyzing. My key independent variable is the lagged; hence, it is predictive regression. So, my dependent variable is 0 and 1. These 0 and 1 is related to the time of the day. To make it more clear, I have minutely time-series data for one day. In one day, we have 24 hours * 60 minutes = 1440 rows as my dependent variable. The dependent variable is "0" from 1st to 600th rows and from 900th to 1440th rows - it is "normal period". However, the dependent variable is "1" from 600th to 900th rows - let's say it is "abnormal period". In its simplest from, my dependent and independent variables are:<BR /><BR />Number of rows&nbsp; &nbsp; Dependent variable&nbsp; &nbsp; &nbsp; Independent variable<BR />1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.1<BR />2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.15<BR />.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; .&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;.<BR />.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; .&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;.<BR />600&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.17<BR />601&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.13<BR />.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;.<BR />.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;.<BR />900&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.22<BR />901&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.19<BR />.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; .&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; .<BR />.&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; .&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; .<BR />1440&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.21<BR /><BR />I am interested the examine the predictive power of my key independent variable. Now I use the first lag of my independent variable as my KEY VARIABLE. Actually, I am confusing about the result of my regression. The issue is, I guess that the majority part of the predictive power of lagged variable will come from the "abnormal period" rather than "normal period".<BR />What do you think about that?</P> Tue, 09 Jan 2018 11:09:19 GMT https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426032#M22387 Khaladdin 2018-01-09T11:09:19Z https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426093#M22388 <P>the correlation between the dep var and the lagged dep var is almost 1 for your data. Therefore, I don't think it is appropriate to include the lagged dep var to the model. You will get an almost perfect fit but useless model.</P> <P>thanks</P> <P>alex</P> Tue, 09 Jan 2018 13:50:28 GMT https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426093#M22388 alexchien 2018-01-09T13:50:28Z https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426113#M22389 I do not use lagged dependent variable. I am going to use the lagged of my independent variable, not dependent variable. Why does the correlation matter? Tue, 09 Jan 2018 14:36:27 GMT https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426113#M22389 Khaladdin 2018-01-09T14:36:27Z https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426132#M22390 Now, I got your point <span class="lia-unicode-emoji" title=":slightly_smiling_face:">🙂</span> Thanks Tue, 09 Jan 2018 15:14:30 GMT https://communities.sas.com/t5/Statistical-Procedures/Logit-Model-Predictive-Regression/m-p/426132#M22390 Khaladdin 2018-01-09T15:14:30Z