Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Home
- /
- Analytics
- /
- Stat Procs
- /
- A question on the BINWIDTH option in PROC LOGISTIC MODEL Statement.

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

🔒 This topic is **solved** and **locked**.
Need further help from the community? Please
sign in and ask a **new** question.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 02-01-2022 04:03 PM
(846 views)

The SAS documentation state that for SAS/STAT releases before SAS/STAT 14.1 the BINWIDTH is 0.002 which I assume results in 500 bins. I typically build Credit Risk logistic models without binning continuous independent variables.

For SAS/STAT versions starting at 14.1 or higher and there are fewer than 5 million observations then the default BINWIDTH=0 which means that no binning is done.

Am I interpreting correctly?

Jonas V. Bilenas

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

*> I typically build Credit Risk logistic models without binning continuous independent variables.*

PROC LOGISTIC does not automatically bin continuous independent variables, and it never has. The doc is talking about the estimation of the association statistics. The binning takes place in the interval of predicted probabilities and is used to quickly estimate some statistics that have to do with goodness of fit.

Using the BINWIDTH= option only affects the concordance and related statistics in the Association table. It doesn't affect parameter estimates and other model-related estimates.

2 REPLIES 2

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

If you are referring to

if you have a binary response and fewer than 5,000,000 observations, the default is BINWIDTH=0; this means that no binning is performed and the exact values of the statistics are computed using the trapezoidal area described in the section ROC Computations. This method is a bit slower and might require more memory than the binning approach.

Then yes, no binning is done UNLESS you request it. The Default is 0. You can set a bin width to force binning if needed.

Part of the note is there to provide documentation for those folks that run an old program on existing data and get a different result that could occur from the change of the DEFAULT Bidwidth setting, i.e. not specified in the model.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

*> I typically build Credit Risk logistic models without binning continuous independent variables.*

PROC LOGISTIC does not automatically bin continuous independent variables, and it never has. The doc is talking about the estimation of the association statistics. The binning takes place in the interval of predicted probabilities and is used to quickly estimate some statistics that have to do with goodness of fit.

Using the BINWIDTH= option only affects the concordance and related statistics in the Association table. It doesn't affect parameter estimates and other model-related estimates.

**Available on demand!**

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

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.