11-30-2016 11:15 PM
Am trying to get p-values for each of my explanatory variables from a logistic regression using proc logistic.
Code looks like this, and the outest file looks fine, except I'd like to see individual p values in the output.
proc logistic data = regc.r_sec_&i. noprint outest=creg.m2_s&i.;
model y (event = '1') = duration lvol1 lvol2 lvol3 ispread1 mkt1 mkt2 mkt3 c_dist1 dist_x_m connect connect_x_dist orderimbal;
Any help would be great - thanks.
11-30-2016 11:23 PM
What do you mean by individual p-values?
Have you looked at the Parameter Estimate table, after removing noprint?
11-30-2016 11:46 PM
Thanks for your response.
I am hoping to find the significance of each of the explanatory variables.
When I print the output, I get a table 'Analysis of Maximum Likelihood Estimates' that gives me the estimate, error, wald-chi-square and Pr>ChiSq.
I guess I have two questions form that:
1. is there a way of outputting those values for each of the input parameters into a separate table? (without having to open the results veiwer each time, as I am running a few regressions).
2. what can I infer from the Pr>ChiSq value? is it similar to a p-value in the sense that a small ("<.0001") is highy significant?
I am doing further reading on Q2 - as this is obviously more fundamental to the research I am conducting.
12-01-2016 12:12 AM
Add a line to your regression, it will create a data set called PE with the desired output.
ods output ParameterEstimates=PE;
2. That is the p-value. I HIGHLY recommend reading up on this as well as P-Hacking.