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Boriana
Obsidian | Level 7

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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PaigeMiller
Diamond | Level 26

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

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PaigeMiller
Diamond | Level 26

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
Boriana
Obsidian | Level 7
Thank you for the answer. Did you know the simple explanation of the Standardized Estimate in the logistic regression model?
StatDave
SAS Super FREQ

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

Boriana
Obsidian | Level 7

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

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