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
- /
- Analytics
- /
- Stat Procs
- /
- How to do variable selection for logistic regressi...

Topic Options

- Subscribe to 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
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

07-03-2012 04:48 AM

Hello,everyone! I need to do logistic regression on my data,but the client offered me more than 20 variables. I'm pretty sure that some of them are not necessary. But how to remove them? Is there one stepwise method, just like proc reg, for proc logistic?

Anyone could help me out?

Thanks!

Accepted Solutions

Solution

07-03-2012
05:18 AM

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

07-03-2012 05:18 AM

All Replies

Solution

07-03-2012
05:18 AM

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

07-03-2012 05:18 AM

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

07-03-2012 05:38 AM

Great! I'll give one try. Thanks, Keith!

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

07-03-2012 07:22 AM

Mike,

Before you get too far with stepwise selection, you might want to read the paper by Peter Flom and David Cassell on "Stopping Stepwise." It is at

http://www.nesug.org/proceedings/nesug07/sa/sa07.pdf

If the link isn't clickable, paste it into your browser. There have been several presentations regarding the use of the LASSO method in PROC GLMSELECT to get a reasonable model, even for non-normally distributed response variables.

Good luck.

Steve Denham

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

07-03-2012 11:14 AM

Hi Steve, thanks for the reference. I wish the equivalent of GLMSELECT was available for logistic regression. It would save me a lot of work! - PG

PG

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

07-03-2012 05:50 AM

One more question.

How to output the odds value for every observation to one dataset?

Thanks!

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

07-03-2012 06:25 AM

I'm not sure if you can output the odds, however you can output the estimated probability (from which you could easily calculate the odds)

**proc** **logistic** data=sashelp.class;

output out=test predicted=prob;

model sex= age height weight;

**run**;