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- Confused - Hard coding Logistic Reg Equation

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10-27-2015 10:47 AM

Hi,

I am new to logistic reg so I think I am missing some basics on how to write equation from Maximum Likelihood Estimates.

I am in the final steps of scoring a dataset after building a Logistic Regression model. I have used Reference Cell coding for categorical variable. **The confusion I have is**:

If I use the Score statement in Proc Logistic, I get the output table with scored probabilities column called P_1. However, If I try to write equation from Maximum Likelihood Estimates, I get different probability values.

Why is that so? Is it because, in the equation, I am not mentioning the reference level for any categorical variable. Can someone please help me write equation for these results (just an example):

Maximum liklihood Coefficients:

Intercept: -0.2367

Var 1: Age_LE_18: This is reference level

Age_18_to_40: 0.3245

Age_Above_40: 0.4125

Var2 Good_credit_History: Reference Level

Bad_Credit_History: - 0.8795

The equation I am writing is: -0.2367 + 0.3245*(Var1='Age_LE_18') + 0.4125*(Var1='Age_Above_40') - 0.8795* (VAR2='Bad_Credit_History')

If you see, **I am not mentioning Reference levels in my equation**. If this is right, then why the probabilities do not match with Score Statement?

Thanks

Sachin

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Solution

10-27-2015
03:56 PM

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10-27-2015 11:30 AM - edited 10-27-2015 11:31 AM

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Solution

10-27-2015
03:56 PM

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10-27-2015 11:30 AM - edited 10-27-2015 11:31 AM

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10-27-2015 03:56 PM

You right Reeza. I hadwrong value for one of the coefficients.

Thanks for the reply.