Hi all,
Proc Freq is being used in assessing variable importance. For this purpose the results of the chi-square test for ordering the predictor variables by importance is being used as the variable worth:
Worth = -2log(p).
Could you please explain how to manage the cases where p is not a number but rather an inequality like here:
If i'm wrong with the interpretation please avise how the variable worth should be calculated.
Thank you!
Hello,
The p-value being displayed as <0.001 ... ... that's only a format being used (pvalue6.4).
Use ODS output to send that output object to a table.
In the table you can then see the real internal value.
Formats for p-values and odds ratios in SAS
By Rick Wicklin on The DO Loop August 15, 2016
https://blogs.sas.com/content/iml/2016/08/15/formats-p-values-odds-ratios-sas.html
Cheers,
Koen
Hello,
The p-value being displayed as <0.001 ... ... that's only a format being used (pvalue6.4).
Use ODS output to send that output object to a table.
In the table you can then see the real internal value.
Formats for p-values and odds ratios in SAS
By Rick Wicklin on The DO Loop August 15, 2016
https://blogs.sas.com/content/iml/2016/08/15/formats-p-values-odds-ratios-sas.html
Cheers,
Koen
Hey @DmytroYermak ,
@DmytroYermak wrote:
P.S. Just one comment after some manual calculations: Log in Worth = -2log(p) is the logarithm on base 10 ('LOG10()').
Is that a question or a statement??
Or do you simply mean that for the worth to be correct LOG10 is needed?
Cheers,
Koen
I think this is usually computed as -log10(p-value) as is used in the Manhattan plot in PROC MULTTEST to make the most significant p-values easier to see in a large set of p-values. See the example titled "Adaptive Adjustments and ODS Graphics" and the PLOTS= option in the MULTTEST documentation.
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