turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- SAS Procedures
- /
- What is the proper way to estimate a logistic mode...

Topic Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

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.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to bigbigben

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.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to bigbigben

06-04-2015 11:41 AM

Use proc logistic