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What values of delta-beta and cook's distance be considered influential in logistic regression?

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Occasional Contributor
Posts: 8

What values of delta-beta and cook's distance be considered influential in logistic regression?

How to detect influential observations in logistic regressiobn?

SAS Super FREQ
Posts: 3,318

Re: What values of delta-beta and cook's distance be considered influential in logistic regression?

The documentation for the influence diagnostics says "the distributions of these diagnostic statistics are not known, so cutoff values cannot be given for determining when the values are large." To use these statistics, you plot them against an index and look for outliers.

Occasional Contributor
Posts: 8

Re: What values of delta-beta and cook's distance be considered influential in logistic regression?

Should i plot cook's D against predicted probabilities?
How to decide which one is outlier in absence of any cutoff value?
Respected Advisor
Posts: 4,606

Re: What values of delta-beta and cook's distance be considered influential in logistic regression?

What is an outlier? The answer depends on you, the analyst. An influential observation can be an important observation to explain what's going on in your data or it might be an aberrant case where something went wrong. Influence diagnostics tell you which cases are worth investigating, nothing more.


If some cases are much more influential than the rest, then go to the source and seek answers about those.

PG
Grand Advisor
Posts: 9,463

Re: What values of delta-beta and cook's distance be considered influential in logistic regression?

Check MODEL statement option OBSTATS  in PROC GENMOD .

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