Proc Freq and Variable Worth

[DmytroYermak]

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!

[sbxkoenk · Accepted solution]

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

[DmytroYermak]

Thank you, Koen!

[DmytroYermak]

P.S. Just one comment after some manual calculations: Log in Worth = -2log(p) is the logarithm on base 10 ('LOG10()').

[sbxkoenk]

Hey @DmytroYermak ,

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@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??

• LOG-function in SAS has base number e.
• LOG10-function in SAS has base number 10.
• LOG2 function in SAS has base number 2.

Or do you simply mean that for the worth to be correct LOG10 is needed?

Cheers,

Koen

[StatDave]

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.