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What is the proper way to estimate a logistic model

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Contributor
Posts: 35

What is the proper way to estimate a logistic model

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.

Valued Guide
Valued Guide
Posts: 684

Re: What is the proper way to estimate a logistic model

Posted in reply to bigbigben

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

Super User
Posts: 19,814

Re: What is the proper way to estimate a logistic model

Posted in reply to bigbigben

Use proc logistic

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