topic Re: How to assess quality of prediction in a logistic regression with random effect. in Statistical Procedures

How to assess quality of prediction in a logistic regression with random effect.

SBuc — Thu, 01 Nov 2018 10:32:06 GMT

Dear list,

I am trying to predict a dichotomous variable using several covariates (2 continuous covariates, 1 dichotomous variable) using a random effect from clustering (ie animals are coming from different farms and farm (n=19; total of 280 individual data).

I fit my model using proc GLIMMIX using a logit link.

I am used with proc logistic diagnostics using area under curve and looking for quality of predictions in terms of sensitivity and specificity of the model for determining the prediction accuracy.

I am not aware of these types of procedure in PROC GLIMMIX and especially if the same assumptions hold when we add a random effect to a logistic regression model.

Any specific clue/guide to assess the accuracy of prediction in a GLMM?

Re: How to assess quality of prediction in a logistic regression with random effect.

Ksharp — Thu, 01 Nov 2018 12:49:30 GMT

Confusion Matrix ? and check the goodness of fit statistic in its documentation.

Or plot ROC curve by yourself ?

/********Plot ROC curve***********/
options validvarname=any;
libname x v9 'D:\工作文件\花生好车2\备份\hs_data' access=readonly;

data have;
 set x.score_card;
 keep good_bad total_score;
run;

proc sort data=have(keep=total_score) out=score nodupkey;
by descending total_score;
run;
data score;
 set score end=last;
 output;
 if last then do;total_score=total_score-1;output;end;
run;
proc sort data=score;
by total_score;
run;

proc sort data=have;
by good_bad total_score;
run;



proc delete data=want;run;
%macro roc(score=);
data temp;
 set have;
 if total_score<=&score then score_good_bad='bad ';
  else score_good_bad='good';
run;
proc sql;
create table temp1 as
 select good_bad,sum(score_good_bad='good')/count(*) as percent
  from temp
   group by good_bad;
quit;
proc transpose data=temp1 out=temp2;
id good_bad;
var percent;
run;
data temp3;
 set temp2(rename=(good=sensitity bad=_1_minus_specifity));
 score=&score;
 drop _name_;
run;
proc append base=want data=temp3 force;
run;
%mend;



data _null_;
 set score;
 call execute(cats('%roc(score=',total_score,')'));
run;



data roc;
 set want;
 dx=-dif(_1_minus_specifity);
 dy=mean(sensitity,lag(sensitity));
 roc=dx*dy;
run;

proc sql noprint;
select sum(roc) into : roc from roc;
quit;




proc sgplot data=want aspect=1 noautolegend;
lineparm x=0 y=0 slope=1/lineattrs=(color=grey);
series x=_1_minus_specifity y=sensitity;
inset "ROC = &roc"/position=topleft;
xaxis grid;
yaxis grid;
run;

Re: How to assess quality of prediction in a logistic regression with random effect.

Ksharp — Thu, 01 Nov 2018 12:51:16 GMT

Confusion Matrix ? and check the goodness of fit statistic in its documentation.

Or plot ROC curve by yourself ?

/********Plot ROC curve***********/
options validvarname=any;
libname x v9 'D:\工作文件\花生好车2\备份\hs_data' access=readonly;

data have;
 set x.score_card;
 keep good_bad total_score;
run;

proc sort data=have(keep=total_score) out=score nodupkey;
by descending total_score;
run;
data score;
 set score end=last;
 output;
 if last then do;total_score=total_score-1;output;end;
run;
proc sort data=score;
by total_score;
run;

proc sort data=have;
by good_bad total_score;
run;



proc delete data=want;run;
%macro roc(score=);
data temp;
 set have;
 if total_score<=&score then score_good_bad='bad ';
  else score_good_bad='good';
run;
proc sql;
create table temp1 as
 select good_bad,sum(score_good_bad='good')/count(*) as percent
  from temp
   group by good_bad;
quit;
proc transpose data=temp1 out=temp2;
id good_bad;
var percent;
run;
data temp3;
 set temp2(rename=(good=sensitity bad=_1_minus_specifity));
 score=&score;
 drop _name_;
run;
proc append base=want data=temp3 force;
run;
%mend;



data _null_;
 set score;
 call execute(cats('%roc(score=',total_score,')'));
run;



data roc;
 set want;
 dx=-dif(_1_minus_specifity);
 dy=mean(sensitity,lag(sensitity));
 roc=dx*dy;
run;

proc sql noprint;
select sum(roc) into : roc from roc;
quit;




proc sgplot data=want aspect=1 noautolegend;
lineparm x=0 y=0 slope=1/lineattrs=(color=grey);
series x=_1_minus_specifity y=sensitity;
inset "ROC = &roc"/position=topleft;
xaxis grid;
yaxis grid;
run;

Re: How to assess quality of prediction in a logistic regression with random effect.

StatDave — Thu, 01 Nov 2018 14:20:06 GMT

An ROC analysis can be done by using the predicted probabilities from the GLIMMIX model in PROC LOGISTIC as discussed and illustrated in this note.