BookmarkSubscribeRSS Feed
crystal
Calcite | Level 5
How to calculate the default initial value for logistic regression using PROC GENMOD in SAS?
1 REPLY 1
StatDave
SAS Super FREQ
I assume you want to know how the starting values of the parameter estimates are computed. The starting values are displayed by using the ITPRINT option in the MODEL statement. The starting values are computed as discussed in the McCullagh and Nelder reference (section 2.5 in the 2nd edition). Basically, you can get them using PROC REG by regressing the logit of the response, y, on the predictors with weight ny(1-y). For example, using the remission data in the stepwise example in the PROC LOGISTIC documentation:

data a; set remission;
y=.1*(remiss=0)+.9*(remiss=1);
logit=log(y/(1-y));
wt=y*(1-y);
run;
proc reg;
model logit=smear cell;
weight wt;
run;

Note that for binary response data (rather than binomial, events/trials, data), n=1 and zeros are replaced by 0.1 and ones are replaced by 0.9. For binomial data, y=events/trials with the same adjustment if y=0 or 1.

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 1396 views
  • 0 likes
  • 2 in conversation