topic How to do variable selection for logistic regression? in Statistical Procedures

How to do variable selection for logistic regression?

MikeTurner — Tue, 03 Jul 2012 08:48:03 GMT

Hello,everyone! I need to do logistic regression on my data,but the client offered me more than 20 variables. I'm pretty sure that some of them are not necessary. But how to remove them? Is there one stepwise method, just like proc reg, for proc logistic?

Anyone could help me out?

Thanks!

Re: How to do variable selection for logistic regression?

Keith — Tue, 03 Jul 2012 09:18:07 GMT

Yes, there is a SELECTION= option in the MODEL statement within PROC LOGISTIC. The methods available are BACKWARD, FORWARD, STEPWISE and SCORE. Check out the SAS documentation below.

http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_logistic_sect016.htm

Re: How to do variable selection for logistic regression?

MikeTurner — Tue, 03 Jul 2012 09:38:04 GMT

Great! I'll give one try. Thanks, Keith!

Re: How to do variable selection for logistic regression?

MikeTurner — Tue, 03 Jul 2012 09:50:13 GMT

One more question.

How to output the odds value for every observation to one dataset?

Thanks!

Re: How to do variable selection for logistic regression?

Keith — Tue, 03 Jul 2012 10:25:28 GMT

I'm not sure if you can output the odds, however you can output the estimated probability (from which you could easily calculate the odds)

proc logistic data=sashelp.class;

output out=test predicted=prob;

model sex= age height weight;

run;

Re: How to do variable selection for logistic regression?

SteveDenham — Tue, 03 Jul 2012 11:22:48 GMT

Mike,

Before you get too far with stepwise selection, you might want to read the paper by Peter Flom and David Cassell on "Stopping Stepwise." It is at

http://www.nesug.org/proceedings/nesug07/sa/sa07.pdf

If the link isn't clickable, paste it into your browser. There have been several presentations regarding the use of the LASSO method in PROC GLMSELECT to get a reasonable model, even for non-normally distributed response variables.

Good luck.

Steve Denham

Re: How to do variable selection for logistic regression?

PGStats — Tue, 03 Jul 2012 15:14:42 GMT

Hi Steve, thanks for the reference. I wish the equivalent of GLMSELECT was available for logistic regression. It would save me a lot of work! - PG