BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
fannavivian
Obsidian | Level 7

I am new to SAS/STAT, and I am wondering what is the difference between PROC LOGISTIC and PROC GLMSELECT? The SAS syntax are very similar: both of them can run logistic regression models, both of them can have specific selection method (FORWARD, BACKWARD, STEPWISE), and both of them can be used to score a new dataset. The only difference I observe now is that PROC GLMSELECT can only be used to score a continuous response variable, while PROC LOGISTIC can be used to score binary response variables (eg: specify the event=1). Am I right on this? Is there any other difference that I should keep an eye on? 

1 ACCEPTED SOLUTION

Accepted Solutions
PGStats
Opal | Level 21

As far as I know, glmselect does not do logistic regression. GLM stands for general linear models which do not include the logistic.

Both procedures offer variable selection, but only glmselect offers advanced effect selection and the LAR and LASSO methods. 

PG

View solution in original post

6 REPLIES 6
Reeza
Super User

GLMSELECT works on a larger range of models than Logistic Regression. A model from GLMSELECT does not have to be a LOGISTIC regression. 

 

I think your last statement is backwards? Logistic works on binary or categorical variables, while GLM can be continuous. The models can be very different. I also believe LOGISTIC will have some more specific features such as AUC & ROC curves but I haven't checked that out. The usual comparison is between GLM or REG and GLMSELECT. 

 

 

fannavivian
Obsidian | Level 7
Thanks for your reply! Can you give me an example when PROC GLMSELECT should be used rather than PROC LOGISTIC, or vice versa?
Reeza
Super User

@PGStats Is correct, GLMSELECT doesn't do Logistic Regression. 

 

Read the Overview for a comparison of the PROCS. 

 

http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_glmselect_ov...


The GLMSELECT procedure performs effect selection in the framework of general linear models. A variety of model selection methods are available, including the LASSO method of Tibshirani (1996) and the related LAR method of Efron et al. (2004). The procedure offers extensive capabilities for customizing the selection with a wide variety of selection and stopping criteria, from traditional and computationally efficient significance-level-based criteria to more computationally intensive validation-based criteria. The procedure also provides graphical summaries of the selection search.


The GLMSELECT procedure compares most closely to REG and GLM. The REG procedure supports a variety of model-selection methods but does not support a CLASS statement. The GLM procedure supports a CLASS statement but does not include effect selection methods. The GLMSELECT procedure fills this gap. GLMSELECT focuses on the standard independently and identically distributed general linear model for univariate responses and offers great flexibility for and insight into the model selection algorithm. GLMSELECT provides results (displayed tables, output data sets, and macro variables) that make it easy to take the selected model and explore it in more detail in a subsequent procedure such as REG or GLM.

 

Reeza
Super User

I think PROC GENMOD and possibly GLM can also be used to run a logistic regression model. 

You'll quickly find there are many ways to do one thing in SAS. 

PGStats
Opal | Level 21

As far as I know, glmselect does not do logistic regression. GLM stands for general linear models which do not include the logistic.

Both procedures offer variable selection, but only glmselect offers advanced effect selection and the LAR and LASSO methods. 

PG
Ksharp
Super User

PROC HPGENSELECT can do logistic .

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
  • 6 replies
  • 8397 views
  • 5 likes
  • 4 in conversation