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Using bayesian analysis in SAS.

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Regular Contributor
Posts: 188

Using bayesian analysis in SAS.

[ Edited ]

I have a dataset for a specific time period(say May 2015). and I have another dataset(say Aug 2015). I built a logistic regression model on the May data and tested on out of time. The performance is decreasing slightly. Is there a way to supply posterior probabilities from May to aug data, using bayes implementation in SAS, to adjust the probabilities of Aug data?

Super User
Posts: 17,868

Re: Using bayesian analysis in SAS.

You can specify a PRIOR dataset in your SCORE statement.

http://support.sas.com/documentation/cdl/en/statug/65328/HTML/default/viewer.htm#statug_logistic_syn...

 

I'm not sure that's a valid way to develop a model. 

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