topic Re: Marginal contribution of each variable in logistic regression in Statistical Procedures

Marginal contribution of each variable in logistic regression

Boriana — Mon, 10 Sep 2018 11:05:57 GMT

Can I estimate the marginal contribution of each variable in logistic regression by Standardized Estimate, received in stb option?

Can I calculate marginal contribution of variables by other options or formula?

Re: Marginal contribution of each variable in logistic regression

PaigeMiller — Mon, 10 Sep 2018 12:12:03 GMT

I don't think the concept of marginal contribution of a variable in a regression model exists. When your x-variables are correlated with one another, they don't split up the sum of squares of the model uniquely or independently. The effect of a term in the model changes as other terms are added or removed from the model, and so there isn't even a unique effect of each term (exception: if your X-matrix is orthogonal then there is a unique effect of each term).

Re: Marginal contribution of each variable in logistic regression

Boriana — Mon, 10 Sep 2018 12:33:38 GMT

Thank you for the answer. Did you know the simple explanation of the Standardized Estimate in the logistic regression model?

Re: Marginal contribution of each variable in logistic regression

PaigeMiller — Mon, 10 Sep 2018 12:39:55 GMT

From the documentation at https://documentation.sas.com/?cdcId=pgmmvacdc&cdcVersion=9.4&docsetId=statug&docsetTarget=statug_logistic_syntax22.htm&locale=en#statug.logistic.logisticstb

Re: Marginal contribution of each variable in logistic regression

StatDave — Thu, 13 Sep 2018 20:46:20 GMT

See this note on assessing variable importance. The partial correlation for each variable is available as discussed.

Re: Marginal contribution of each variable in logistic regression

Boriana — Fri, 14 Sep 2018 07:59:34 GMT

Yes, I know that Standardized Estimate can be used, but we received question for other estimation on this topics.