Hi,
I have two questions about the procedure proc logistic:
1) When is recommended to use crossing effects?, I refer to the case of including the product of two input vars( var1*var2) in the model. Example:
proc logistic data=test outmodel=modelo2 plots(only)=roc;
class cod_posicion nivel_sal rango_edad rango_ant rango_eval;
model baja = rango_edad rango_ant nivel_sal rango_eval cod_posicion
rango_edad*rango_ant rango_edad*nivel_sal rango_edad*rango_ant;
quit;
I think is recommended when there is a correlation between the varis, isn't it?
2) Haw can I do a regularizarion in logistoc regression usind proc logistic. I mean regularizaton methods like
Ridge, Lasso y Elastic Net.
Any advice will be greatly appreciated
Thanks in advance