I have been asked to use proc autoreg to compute the durbin watson statistic for a logistic regression problem. How to do?
Thank you. Mary
proc autoreg data=silica;
model y = exp(-(A B C)) / nlag=?;
There is no Durbin-Watson test for binomial data. However, you could consider fitting a GEE model in PROC GENMOD and using TYPE=AR or MDEP(1) to examine the estimated correlation between adjacent observations.
proc autoreg doesn't do logistic regression. What is the model that you wish to fit?
Use Proc GENMOD or Proc LOGISTIC instead 🙂
There is no Durbin-Watson test for binomial data. However, you could consider fitting a GEE model in PROC GENMOD and using TYPE=AR or MDEP(1) to examine the estimated correlation between adjacent observations.
thank you for your reply. will the autocorrelation between observations be the same as that between residuals?
mary
Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!
ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.
Find more tutorials on the SAS Users YouTube channel.