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06-03-2015 03:09 PM

Assuming I have a set of data where the response variable y only takes the value of 0 and 1, and x are the covariate.

Follow the logic of the logistic function, define:

p=Probability(y=1) and we know the underlying function is that

p= 1/(1+exp(-beta*x))

How should I write the SAS code for it?

Is the following correct:

proc genmod data=XXXX

model y= x/dist=binomial

I am not sure if SAS actually maximize the likelihood function according to the aforementioned specification or SAS simply takes

g(y)=logit(y)=x*beta and run a OLS type regression to get beta.

If that is case, I do not think , and what should be the correct setup?

Thank you very much.

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06-04-2015 11:38 AM

Both GENMOD and LOGISTIC (and other PROCs) use MLE for a binomial distribution, definitely not OLS. Check out LOGISTIC for great graphics.

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06-04-2015 11:41 AM

Use proc logistic