03-05-2013 12:50 PM
Hi everyone-I have two different logistic models, call them Model A and Model B. They are exactly the same, except Model B has some additional interactions added as predictors. I would like to determine whether the additional predictors in Model B are significant as a whole. Is there a way to do this in SAS?
03-05-2013 03:51 PM
The best way to test as a whole would be to do a likelihood ratio test. Since Model A is completely nested in Model B, the difference in the -2 log likelihoods should be asymptotically distributed as chi-squared with df=number of additional parameters. ODS OUTPUT is your friend for getting the likelihoods into datasets where you can manipulate the values and do the calculations. Oh, and I forgot this, everything between Model A and B has to really, really be exactly the same--no changes in PSUs or sampling weights.