topic Re: Binary logistic regression probability calculation in Statistical Procedures

Binary logistic regression probability calculation

jardielbarrera — Thu, 28 May 2020 01:11:24 GMT

Hi,

I'm performing a binary logistic regression, but I want to calculate the probability for each record and append it to the data set, does anyone know how to do this?

Best,

Re: Binary logistic regression probability calculation

PGStats — Thu, 28 May 2020 02:26:01 GMT

Look at option PREDPROBS=() in the OUTPUT statement of PROC LOGISTIC.

https://documentation.sas.com/?docsetId=statug&docsetTarget=statug_logistic_syntax27.htm&docsetVersion=14.3&locale=en#statug.logistic.logisticpredprobs

Re: Binary logistic regression probability calculation

ed_sas_member — Thu, 28 May 2020 10:17:31 GMT

Hi @jardielbarrera

You can use a SCORE statement to score the same dataset as follows -> it will output individual predicted probabilities in column P_1

proc logistic data=<yourdata>;
	model y (event="1") = <x1 x2>;
	score data=<yourdata> out=want;
run;

The results are identical to the approach suggested by @PGStats , using an OUTPUT statement and the PREDPROBS option assuming you request individual (and not cumulative) probabilities.

proc logistic data=<yourdata>;
	model y (event="1") = <x1 x2>;
	output out=want predprobs=(individual);
run;

Best,

Re: Binary logistic regression probability calculation

jardielbarrera — Fri, 29 May 2020 02:08:21 GMT

Thanks a lot. It works.

Re: Binary logistic regression probability calculation

jardielbarrera — Fri, 29 May 2020 02:08:50 GMT

Thanks. It works. Very useful.