BookmarkSubscribeRSS Feed
Kanyange
Fluorite | Level 6


Hi All,

I have  built a Logistic Regression Model and I get the results below...The variables with a high Chi-Square below (Var1 and Var6)..Should they be removed from the model?

Thank You

Analysisof MaximumLikelihoodEstimates
ParameterDFEstimateStandard ErrorWald Chi-SquarePrPr> ChiSqStandardized EstimateExp(Est)
Intercept1-2.81450.004495,784.70 <.0001 0.06
Var 110.07580.00035745,168.02 <.00010.26611.079
Var 210.36460.007532,345.72 <.00010.04031.44
Var 31-0.09120.001862,407.66 <.0001-0.0520.913
Var 410.78910.008099,506.31 <.00010.09812.201
Var 510.10890.003341,060.29 <.00010.03391.115
Var 611.0980.00339104,610.00 <.00010.70952.998
Var 710.1530.002394,092.80 <.00010.0621.165
1 REPLY 1
user24feb
Barite | Level 11

I think a statistically right way would be, if you run the regression again - without var1 & var6 - and compare the likelihood functions. If they don't differ much, you don't need the 2 variables. (Likelihood-Ratio-Test: Subtract lambda=2*(likelihood with var1&var6 - likelihood without var1&var6) -> get value of the chi-squared distribution with 2 degrees of freedom -> if the result is almost zero (e.g. <0.01) the 2 variables should not be excluded.)

sas-innovate-2026-white.png



April 27 – 30 | Gaylord Texan | Grapevine, Texas

Registration is open

Walk in ready to learn. Walk out ready to deliver. This is the data and AI conference you can't afford to miss.
Register now and lock in 2025 pricing—just $495!

Register now

How to choose a machine learning algorithm

Use this tutorial as a handy guide to weigh the pros and cons of these commonly used machine learning algorithms.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 1403 views
  • 0 likes
  • 2 in conversation