Logistic Regression

[mosheke]

Dear all ,

I would like to test the strength of the explanatory variables in the regression model.

In other words, I would like to test if one will always get the same variables for the model and the same level of importance.

How can I examine it?

Thanks ,

Moshe

[rayIII]

Hi. 

If you are using Enterprise Miner, you could try running your logistic regression flow using different sampling seeds and eyeball the selected variables in the regression node results. That's the "low-tech" approach. 

If you want more confidence, look into the Group Processing nodes (Start Groups and End Groups) in EM. They allow you to repeatedly run a flow "i" times. You would use a different sample (with replacement) at each iteration and would need to accumulate the selected variables across iterations. The end result would be a frequency distribution of selected variables.

This site has some tips on how to use the group processing nodes. 

I hope this helps.

Ray

[mosheke]

Dear Ray , 

Thank you so much for your replay ,

I know that there is a  solution with start end node.

I tried it, but have not found the way to see there selected choice of the independent variable every iteration.

Also, I didnt understand the difference between bagging and boosting at the start Group node.

Any help will be very much appreciated.

Moshe

[rayIII]

No problem.

Take a look at Index mode (not boosting or bagging). This tip may help: it is not exactly what you are trying to do but it uses Index mode to iterative over the data and accumulate data for a chart. 

https://communities.sas.com/t5/SAS-Communities-Library/Tip-How-to-Use-Index-Looping-in-SAS-Enterpris...

I see a couple of datasets on the SAS server (reg_effects, reg_outterms) that appear to contain the selected inputs for a particular run. You'll probably need a SAS code to accumulate the selected effects across iterations. Proc Append may come in handy. 

Once you get a simple flow working with Index mode it should be straightforward to customize it for your purpose. 

Ray