I have 3 models: same dependent variable (indicator variabl with 3 group: 1,2,3- no order among them ). I use proc survey logistic.
Here are the 3 modles, and the refrence group for the dependent variable is "2":
1) proc surveylogistic data=lib.data ;
strata industry fyear loc /list ;
where b_a=0 ;
class ac1 (ref='2') Mandatory (ref=first) Enforcement(ref=first) registration (ref=first) / param = ref ;
model ac1 = registration
log_fvalue debt_to_equity ROA_NI/ link=glogit RSQUARE ;
run;
2) proc surveylogistic data=lib.data;
strata industry fyear loc /list ;
where b_a=0 ;
class ac1 (ref='2') Mandatory (ref=first) Enforcement(ref=first) registration (ref=first) / param = ref ;
model ac1 = registration Enforcement Mandatory
log_fvalue debt_to_equity ROA_NI/ link=glogit RSQUARE ;
run;
3) proc surveylogistic data=lib.data;
strata industry fyear loc /list ;
where b_a=0 ;
class ac1 (ref='2') Mandatory (ref=first) Enforcement(ref=first) registration (ref=first) / param = ref ;
model ac1 = X1 x2
registration Enforcement Mandatory
log_fvalue debt_to_equity ROA_NI/ link=glogit RSQUARE;
run;
As you can see model 3 includes more independent variables. I want to Compare the Incremental Explanatory Power of model 3 over model 2 and model 1.
Now i just comare the R sequre of the 3 models, but I want to Compare the Incremental Explanatory Power, using wald statistic for the model or other measure to compare the explenatory power of the model.
What is the right syntax?
tnk
