Programming the statistical procedures from SAS

proc autoreg and a logistic regression equation

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Occasional Contributor
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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: 245

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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Respected Advisor
Posts: 4,756

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: 634

Re: proc autoreg and a logistic regression equation

Use Proc GENMOD or Proc LOGISTIC instead Smiley Happy

Solution
‎05-04-2017 10:37 AM
SAS Employee
Posts: 245

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

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