## proc autoreg and a logistic regression equation

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# proc autoreg and a logistic regression equation

I have been asked to use proc autoreg to compute the durbin watson statistic for a logistic regression problem. How to do?

Thank you.  Mary

proc autoreg data=silica;
model y = exp(-(A B C)) / nlag=?;

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‎05-04-2017 10:37 AM
SAS Employee
Posts: 309

## Re: proc autoreg and a logistic regression equation

There is no Durbin-Watson test for binomial data.  However, you could consider fitting a GEE model in PROC GENMOD and using TYPE=AR or MDEP(1) to examine the estimated correlation between adjacent observations.

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## Re: proc autoreg and a logistic regression equation

proc autoreg doesn't do logistic regression. What is the model that you wish to fit?

PG
PROC Star
Posts: 971

## Re: proc autoreg and a logistic regression equation

Use Proc GENMOD or Proc LOGISTIC instead

Solution
‎05-04-2017 10:37 AM
SAS Employee
Posts: 309

## Re: proc autoreg and a logistic regression equation

There is no Durbin-Watson test for binomial data.  However, you could consider fitting a GEE model in PROC GENMOD and using TYPE=AR or MDEP(1) to examine the estimated correlation between adjacent observations.

Occasional Contributor
Posts: 14

## Re: proc autoreg and a logistic regression equation

thank you for your reply. will the autocorrelation between observations be the same as that between residuals?

mary

☑ This topic is solved.