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
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.
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.