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WWD
Obsidian | Level 7 WWD
Obsidian | Level 7

In the Module 4, chapter “Predictive Modeling Using Logistic Regression” course notes, the author makes a statement about the non-linear relationship between a predictor variable and the logodds dependent variable.

 

On page 3-49 of the notes, the author says that DDABal has a low Spearman value and a high Hoeffding value.  On page 3-47, for DDABal, Spearman’s rank = 23 and Hoeffding’s Rank = 3. 

 

What output is the author looking at to base their statement about the respective ranks for DDABal?

 

Thank you,

 

Bill Donaldson

2 REPLIES 2
Cynthia_sas
SAS Super FREQ
Hi:
I've sent your question to the course instructors for follow-up.
Cynthia
TWoodfield
SAS Employee

The Hoeffding rank of 3 indicates that only two other variables have a larger Hoeffding value, namely SavBal and Dep. Thus, it is the third highest value, so it seems reasonable to say it has a high Hoeffding value. The Spearman rank of 23 implies 22 out of the remaining 36 variables have a higher Spearman value, so it seems reasonable to say that DDABal has a low Spearman value, although it is true that 14 variables have a lower value. A low rank implies a high value. The actual values are shown in the table on page 3-47 along with the ranks.

 

I hope I am not misunderstanding your question.

 

Terry Woodfield

 

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