Obsidian | Level 7

## Marginal contribution of each variable in logistic regression

Can I estimate the marginal contribution of each variable in logistic regression by Standardized Estimate, received in stb option?

Can I calculate marginal contribution of variables by other options or formula?

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Diamond | Level 26

## Re: Marginal contribution of each variable in logistic regression

I don't think the concept of marginal contribution of a variable in a regression model exists. When your x-variables are correlated with one another, they don't split up the sum of squares of the model uniquely or independently. The effect of a term in the model changes as other terms are added or removed from the model, and so there isn't even a unique effect of each term (exception: if your X-matrix is orthogonal then there is a unique effect of each term).

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Paige Miller
5 REPLIES 5
Diamond | Level 26

## Re: Marginal contribution of each variable in logistic regression

I don't think the concept of marginal contribution of a variable in a regression model exists. When your x-variables are correlated with one another, they don't split up the sum of squares of the model uniquely or independently. The effect of a term in the model changes as other terms are added or removed from the model, and so there isn't even a unique effect of each term (exception: if your X-matrix is orthogonal then there is a unique effect of each term).

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Paige Miller
Obsidian | Level 7

## Re: Marginal contribution of each variable in logistic regression

Thank you for the answer. Did you know the simple explanation of the Standardized Estimate in the logistic regression model?
Diamond | Level 26

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Paige Miller
SAS Super FREQ

## Re: Marginal contribution of each variable in logistic regression

See this note on assessing variable importance. The partial correlation for each variable is available as discussed.

Obsidian | Level 7

## Re: Marginal contribution of each variable in logistic regression

Yes, I know that Standardized Estimate can be used, but we received question for other estimation on this topics.

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