The dependent variable is Y(0,1), the independent variables are A(0,1), B(0,1,2) and C is continuous.
Model 2.
proc logistic data=tmp descending;
class A(ref='0')/param=glm;
model Y=A C A*C/clodds=pl;;
run;
The output:
Q2. Why the p_values for Effects in Type 3 Analysis are the same as the p-values for Parameters in Analysis of Maximum Likelihood?
Thank you in advance!
In the Parameter Estimates table, the Wald chi-square statistic for a parameter is computed as (estimate/std.error)**2. In the Type 3 table, the statistics are computed as shown in the "Details: Testing Linear Hypotheses about the Regression Coefficients" section of the LOGISTIC documentation. When only one parameter (1 df) is involved, they are the same.
Q1: Parameter — These are tests of each coefficient in the model. The specific null hypothesis being tested for each coefficient in the model is H0: coefficient=0. So when the p-value is less than some cutoff (usually 0.05 but you can pick other cutoffs) then the conclusion is that we reject the null hypothesis. Type III test of Effect — tests whether the effect(s) due to that term in the model is zero or not.
Q2: In the simple case where a parameter has one degree of freedom (or two levels), the Type III and maximum likelihood tests are supposed to be identical.
In the Parameter Estimates table, the Wald chi-square statistic for a parameter is computed as (estimate/std.error)**2. In the Type 3 table, the statistics are computed as shown in the "Details: Testing Linear Hypotheses about the Regression Coefficients" section of the LOGISTIC documentation. When only one parameter (1 df) is involved, they are the same.
The dependent variable is Y(0,1), the independent variables are A(0,1), B(0,1,2) and C is continuous.
Model 1.
proc logistic data=tmp descending;
class A(ref='0') B(ref='0')/param=glm;
model Y=A B A*B/clodds=pl;
run;
The output:
Q1. What's the hypothesis for Effect A, B and A*B in Type 3 Analysis and what's the hypothesis for Parameter A(1), B(1,2) and A*B(1*1, 1*2) in Analysis of Maximum Likelihood?
Thank you in advance!
duplicate question -- do not reply here -- reply at https://communities.sas.com/t5/Statistical-Procedures/Logistics-Reg-P-value-in-quot-Type-3-Analysis-...
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