goodness of logistic regression

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goodness of logistic regression

hi guys!

i saw that proc logistic doesn't have kolmogorov-smirnov test. do you know any workaround about this?

Also i would like to see in the results something about gini coefficient, do you know how?

thanks


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‎10-03-2013 05:19 AM
Super User
Posts: 1,232

Re: goodness of logistic regression

The gini coefficient is calculated by 2 x c-statistic - 1 or alternatively you can look at the four indices of rank correlation in the PROC LOGISTIC output for the Somer's D statistic which is documented at SAS/STAT(R) 9.2 User's Guide, Second Edition

Kind Regards,

Michelle

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Super User
Posts: 1,232

Re: goodness of logistic regression

Hi,

That's right, proc logistic does not produce the KS test. You may find this usage note helpful, http://support.sas.com/kb/23/231.html

Kind Regards,

Michelle

Contributor
Posts: 27

Re: goodness of logistic regression

thanks! and what about the gini coefficient?

Solution
‎10-03-2013 05:19 AM
Super User
Posts: 1,232

Re: goodness of logistic regression

The gini coefficient is calculated by 2 x c-statistic - 1 or alternatively you can look at the four indices of rank correlation in the PROC LOGISTIC output for the Somer's D statistic which is documented at SAS/STAT(R) 9.2 User's Guide, Second Edition

Kind Regards,

Michelle

New User
Posts: 1

Re: goodness of logistic regression

Hi, You can use the following code for calculating the KS statistic. Proc npar1way gives us the KS statistic.

 

proc npar1way data= "proc logistic output dataset " edf;
class "response variable";
var "predicted variable in proc logistic";
run;

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